+425.7%
META vs MA
+562.8%
-137.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.8% |
| 7D | +5.7% | -0.3% | +6.1% | +5.9% |
| 30D | -10.8% | +11.3% | -22.1% | -17.1% |
| 3M | +8.4% | +16.7% | -8.3% | -2.6% |
| 6M | +5.4% | +32.8% | -27.4% | -14.0% |
| YTD | -2.6% | +15.6% | -18.2% | -12.8% |
| 1Y | +3.5% | +19.6% | -16.1% | -9.6% |
| 3Y | +102.0% | +72.1% | +29.9% | +36.2% |
| 5Y | +93.1% | +96.0% | -3.0% | +20.2% |
| 10Y | +425.7% | +554.8% | -129.1% | +35.6% |
| All | +425.7% | +562.8% | -137.1% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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