+32.7%
MET vs OUST
+40.1%
-7.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.5% | +9.3% | +1.0% |
| 7D | +4.5% | -3.8% | +8.2% | +4.5% |
| 30D | +3.5% | +5.1% | -1.5% | +3.3% |
| 3M | +5.9% | -25.8% | +31.8% | +6.6% |
| 6M | +33.1% | -2.0% | +35.1% | +29.2% |
| YTD | +33.6% | +54.7% | -21.1% | +22.0% |
| 1Y | +32.7% | +48.8% | -16.1% | +21.0% |
| All | +32.7% | +40.1% | -7.5% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling