+23.3%
BA vs MET
+197.3%
-174.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.6% |
| 7D | -1.1% | +4.5% | -5.6% | -4.4% |
| 30D | -7.1% | +3.5% | -10.7% | -9.9% |
| 3M | -25.5% | +5.9% | -31.5% | -29.1% |
| 6M | -28.7% | +33.1% | -61.8% | -43.6% |
| YTD | -21.0% | +33.6% | -54.6% | -38.5% |
| 1Y | -11.9% | +32.7% | -44.5% | -31.2% |
| 3Y | -16.2% | +85.0% | -101.2% | -52.4% |
| 5Y | -22.4% | +85.6% | -108.0% | -57.0% |
| All | +23.3% | +197.3% | -174.0% | -58.7% |
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