+85.0%
MET vs OUST
+594.6%
-509.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.5% | +9.3% | +1.2% |
| 7D | +4.5% | -3.8% | +8.2% | +4.6% |
| 30D | +3.5% | +5.1% | -1.5% | +3.0% |
| 3M | +5.9% | -25.8% | +31.8% | +7.1% |
| 6M | +33.1% | -2.0% | +35.1% | +29.9% |
| YTD | +33.6% | +54.7% | -21.1% | +25.1% |
| 1Y | +32.7% | +48.8% | -16.1% | +24.3% |
| 3Y | +85.0% | +607.8% | -522.8% | +47.3% |
| All | +85.0% | +594.6% | -509.6% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling