+26.8%
BA vs MET
+202.5%
-175.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.3% |
| 7D | -1.4% | 0.0% | -1.4% | -1.5% |
| 30D | -7.9% | +3.4% | -11.3% | -10.5% |
| 3M | -25.2% | +7.0% | -32.1% | -29.3% |
| 6M | -26.7% | +34.6% | -61.4% | -42.6% |
| YTD | -19.6% | +34.0% | -53.6% | -37.5% |
| 1Y | -10.6% | +35.9% | -46.5% | -31.5% |
| 3Y | -11.2% | +85.5% | -96.7% | -49.7% |
| 5Y | -20.4% | +87.8% | -108.2% | -56.4% |
| 10Y | +26.8% | +199.7% | -172.9% | -57.8% |
| All | +26.8% | +202.5% | -175.8% | -57.8% |
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