+69.4%
USAR vs MET
+81.7%
-12.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -4.4% | -0.8% | -3.7% | -4.3% |
| 30D | -10.4% | -1.4% | -9.0% | -10.2% |
| 3M | -18.4% | +12.5% | -30.9% | -20.7% |
| 6M | -8.8% | +37.1% | -45.9% | -15.6% |
| YTD | +43.4% | +23.8% | +19.6% | +34.9% |
| 1Y | +21.0% | +24.1% | -3.1% | +14.1% |
| 3Y | +67.7% | +65.2% | +2.5% | +60.3% |
| All | +69.4% | +81.7% | -12.3% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling