+201.9%
MET vs OUST
-64.1%
+266.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +14.0% | -15.5% | -2.2% |
| 7D | -1.2% | +17.0% | -18.2% | -2.1% |
| 30D | +3.2% | -16.5% | +19.7% | +3.9% |
| 3M | -1.1% | -23.7% | +22.6% | -0.2% |
| 6M | +25.0% | +18.4% | +6.7% | +20.7% |
| YTD | +27.9% | +60.8% | -32.9% | +20.4% |
| 1Y | +32.9% | +44.2% | -11.3% | +25.6% |
| 3Y | +78.8% | +668.1% | -589.3% | +45.2% |
| 5Y | +79.6% | -48.8% | +128.4% | +62.1% |
| All | +201.9% | -64.1% | +266.1% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling