+31.8%
BA vs MET
+222.3%
-190.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.6% |
| 7D | +1.1% | -1.2% | +2.2% | +2.0% |
| 30D | -7.9% | +3.2% | -11.1% | -10.4% |
| 3M | -25.3% | -1.1% | -24.2% | -25.1% |
| 6M | -24.6% | +25.0% | -49.6% | -37.4% |
| YTD | -20.1% | +27.9% | -48.0% | -35.6% |
| 1Y | -11.8% | +32.9% | -44.6% | -31.2% |
| 3Y | -10.1% | +78.8% | -88.9% | -47.4% |
| 5Y | -22.7% | +79.6% | -102.3% | -56.0% |
| All | +31.8% | +222.3% | -190.5% | -55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling