+218.7%
MET vs JAAA
+30.3%
+188.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | +4.5% | +0.1% | +4.4% | +4.2% |
| 30D | +3.5% | +0.4% | +3.1% | +2.6% |
| 3M | +5.9% | +1.2% | +4.7% | +3.1% |
| 6M | +33.1% | +2.3% | +30.8% | +26.4% |
| YTD | +33.6% | +4.0% | +29.6% | +22.6% |
| 1Y | +32.7% | +4.8% | +27.9% | +19.8% |
| 3Y | +85.0% | +18.4% | +66.6% | +48.8% |
| 5Y | +85.6% | +27.5% | +58.1% | +42.9% |
| All | +218.7% | +30.3% | +188.4% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling