+201.3%
MET vs JAAA
+29.3%
+172.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.8% |
| 7D | +1.2% | +0.2% | +1.0% | +0.7% |
| 30D | +1.4% | +0.5% | +0.9% | +0.2% |
| 3M | +17.7% | +1.3% | +16.4% | +14.4% |
| 6M | +35.0% | +2.7% | +32.3% | +27.3% |
| YTD | +26.3% | +3.2% | +23.1% | +18.0% |
| 1Y | +22.8% | +4.9% | +17.9% | +10.9% |
| 3Y | +65.9% | +19.0% | +46.9% | +35.0% |
| 5Y | +85.4% | +26.8% | +58.6% | +44.8% |
| All | +201.3% | +29.3% | +172.0% | +108.6% |
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