-22.7%
USAR vs MET
+85.2%
-107.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.8% | -10.3% | -9.7% |
| 7D | -9.1% | +1.8% | -10.8% | -9.4% |
| 30D | -36.9% | +4.8% | -41.7% | -37.5% |
| 3M | -58.4% | +6.2% | -64.6% | -58.9% |
| 6M | -70.6% | +33.8% | -104.4% | -72.8% |
| YTD | -33.4% | +33.3% | -66.7% | -38.6% |
| 1Y | -54.0% | +36.3% | -90.4% | -57.7% |
| All | -22.7% | +85.2% | -107.8% | -27.5% |
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