+1,209.8%
MET vs CASY
+8,330.5%
-7,120.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +1.4% | -11.3% | +12.8% | +6.0% |
| 3M | +17.7% | -0.6% | +18.3% | +15.9% |
| 6M | +35.0% | +10.7% | +24.3% | +26.6% |
| YTD | +26.3% | +37.1% | -10.8% | +8.2% |
| 1Y | +22.8% | +52.3% | -29.5% | +0.2% |
| 3Y | +65.9% | +215.2% | -149.3% | -3.4% |
| 5Y | +85.4% | +276.5% | -191.1% | -1.7% |
| 10Y | +253.7% | +508.4% | -254.7% | +49.8% |
| All | +1,209.8% | +8,330.5% | -7,120.7% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling