+198.2%
MET vs OUST
-62.4%
+260.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | +1.2% | +5.2% | -4.1% | +0.9% |
| 30D | +1.4% | -19.3% | +20.7% | +2.5% |
| 3M | +17.7% | -22.6% | +40.3% | +17.8% |
| 6M | +35.0% | +62.8% | -27.8% | +27.9% |
| YTD | +26.3% | +68.3% | -42.1% | +19.1% |
| 1Y | +22.8% | +28.5% | -5.7% | +16.8% |
| 3Y | +65.9% | +554.0% | -488.1% | +36.3% |
| 5Y | +85.4% | -56.2% | +141.6% | +69.3% |
| All | +198.2% | -62.4% | +260.6% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling