+28.1%
BA vs MET
+227.5%
-199.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.0% | -3.2% |
| 7D | -1.7% | +1.3% | -3.0% | -2.8% |
| 30D | -9.5% | +4.0% | -13.5% | -12.4% |
| 3M | -26.5% | +4.6% | -31.1% | -29.3% |
| 6M | -27.4% | +32.8% | -60.2% | -42.5% |
| YTD | -20.6% | +32.3% | -52.9% | -37.7% |
| 1Y | -11.4% | +37.1% | -48.6% | -32.7% |
| 3Y | -10.8% | +86.8% | -97.7% | -49.8% |
| 5Y | -21.9% | +87.4% | -109.3% | -57.1% |
| 10Y | +28.1% | +209.9% | -181.8% | -57.5% |
| All | +28.1% | +227.5% | -199.3% | -57.5% |
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