+1.9%
META vs M
+25.7%
-23.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.1% | -3.0% | +4.4% |
| 7D | +5.7% | +2.5% | +3.2% | +5.4% |
| 30D | -10.8% | +10.1% | -20.8% | -11.4% |
| 3M | +8.4% | -0.9% | +9.3% | +8.4% |
| 6M | +5.4% | +30.2% | -24.8% | +3.3% |
| YTD | -2.6% | +16.3% | -18.9% | -4.2% |
| All | +1.9% | +25.7% | -23.8% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling