+206.5%
MET vs OUST
-68.5%
+275.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.0% | +6.0% | -2.6% |
| 7D | -0.5% | -5.0% | +4.6% | -0.3% |
| 30D | +3.3% | -32.0% | +35.3% | +5.2% |
| 3M | +4.2% | -32.4% | +36.6% | +6.0% |
| 6M | +27.3% | +6.7% | +20.6% | +23.6% |
| YTD | +29.8% | +41.0% | -11.2% | +23.1% |
| 1Y | +30.2% | +18.0% | +12.3% | +24.6% |
| 3Y | +77.6% | +560.6% | -483.0% | +45.4% |
| 5Y | +82.3% | -55.1% | +137.4% | +65.8% |
| All | +206.5% | -68.5% | +275.0% | +184.9% |
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