+85.0%
MET vs CASY
+161.8%
-76.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +4.5% | +3.6% | +0.9% | +4.0% |
| 30D | +3.5% | +9.1% | -5.5% | +2.5% |
| 3M | +5.9% | -16.5% | +22.5% | +8.1% |
| 6M | +33.1% | -19.7% | +52.8% | +36.5% |
| YTD | +33.6% | +29.3% | +4.3% | +25.7% |
| 1Y | +32.7% | +33.1% | -0.4% | +24.0% |
| 3Y | +85.0% | +158.5% | -73.5% | +56.4% |
| All | +85.0% | +161.8% | -76.7% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling