+199.8%
MET vs JAAA
+29.4%
+170.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.7% |
| 30D | +0.5% | +0.5% | 0.0% | -0.7% |
| 3M | +11.6% | +1.3% | +10.3% | +8.5% |
| 6M | +40.8% | +2.8% | +38.0% | +32.4% |
| YTD | +25.7% | +3.3% | +22.4% | +17.2% |
| 1Y | +24.4% | +4.9% | +19.4% | +12.3% |
| 3Y | +67.5% | +19.0% | +48.5% | +36.1% |
| 5Y | +85.8% | +26.9% | +58.9% | +44.9% |
| All | +199.8% | +29.4% | +170.5% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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