+87.7%
MET vs BAH
+10.2%
+77.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | +1.8% | +0.5% | +1.3% | +1.7% |
| 30D | +4.8% | +18.2% | -13.4% | +1.8% |
| 3M | +6.2% | +13.1% | -6.9% | +3.8% |
| 6M | +33.8% | +15.2% | +18.6% | +29.8% |
| YTD | +33.3% | +6.0% | +27.3% | +29.9% |
| 1Y | +36.3% | +3.1% | +33.2% | +33.3% |
| 3Y | +84.6% | -26.2% | +110.8% | +83.8% |
| 5Y | +87.7% | +9.3% | +78.3% | +71.2% |
| All | +87.7% | +10.2% | +77.5% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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