+212.4%
MET vs OUST
-60.2%
+272.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.8% | -7.4% | +2.9% |
| 7D | +1.3% | +36.7% | -35.4% | -0.5% |
| 30D | +4.0% | -3.3% | +7.3% | +3.9% |
| 3M | +4.6% | -11.1% | +15.7% | +4.7% |
| 6M | +32.8% | +53.1% | -20.3% | +26.4% |
| YTD | +32.3% | +78.2% | -45.9% | +23.8% |
| 1Y | +37.1% | +50.0% | -12.9% | +29.4% |
| 3Y | +86.8% | +836.2% | -749.3% | +50.0% |
| 5Y | +87.4% | -50.0% | +137.4% | +69.5% |
| All | +212.4% | -60.2% | +272.6% | +186.6% |
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