+92.1%
MET vs OSCR
-9.5%
+101.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.4% | +1.0% |
| 7D | -2.5% | +1.1% | -3.5% | -2.5% |
| 30D | 0.0% | +16.5% | -16.5% | -1.0% |
| 3M | +13.1% | +17.0% | -3.9% | +11.7% |
| 6M | +39.0% | +145.0% | -106.0% | +30.9% |
| YTD | +25.2% | +126.7% | -101.5% | +18.2% |
| 1Y | +25.6% | +67.2% | -41.6% | +20.0% |
| 3Y | +67.1% | +405.1% | -338.0% | +45.9% |
| 5Y | +85.1% | +86.2% | -1.0% | +59.2% |
| All | +92.1% | -9.5% | +101.6% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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