+400.1%
META vs MA
+565.0%
-164.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -2.3% |
| 7D | -3.1% | +3.2% | -6.3% | -5.2% |
| 30D | -18.1% | +15.9% | -34.1% | -26.0% |
| 3M | +2.9% | +15.2% | -12.3% | -6.8% |
| 6M | +0.2% | +32.4% | -32.2% | -18.1% |
| YTD | -8.1% | +15.6% | -23.7% | -17.7% |
| 1Y | -4.5% | +19.3% | -23.8% | -16.5% |
| 3Y | +94.2% | +73.0% | +21.2% | +30.4% |
| 5Y | +79.1% | +93.7% | -14.7% | +12.3% |
| All | +400.1% | +565.0% | -164.9% | +29.9% |
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