+73.6%
USAR vs MET
+66.4%
+7.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.7% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | -8.6% | -2.3% | -6.3% | -8.3% |
| 3M | -20.5% | +13.9% | -34.4% | -23.1% |
| 6M | +1.2% | +34.8% | -33.6% | -6.3% |
| YTD | +48.4% | +23.5% | +24.9% | +39.5% |
| 1Y | +30.6% | +23.4% | +7.2% | +23.0% |
| 3Y | +73.6% | +64.9% | +8.8% | +65.9% |
| All | +73.6% | +66.4% | +7.2% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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