+23.4%
MET vs CASY
+42.6%
-19.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -2.1% |
| 7D | +1.1% | -4.4% | +5.5% | +1.3% |
| 30D | -2.3% | -12.0% | +9.7% | -2.0% |
| 3M | +13.9% | -2.3% | +16.2% | +13.9% |
| 6M | +34.8% | +10.5% | +24.3% | +33.7% |
| YTD | +23.5% | +33.0% | -9.5% | +22.7% |
| 1Y | +23.4% | +41.1% | -17.7% | +21.6% |
| All | +23.4% | +42.6% | -19.2% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling