-1.1%
META vs MA
+19.4%
-20.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.8% | +2.3% | -3.1% | -1.7% |
| 30D | -15.4% | +14.7% | -30.1% | -20.0% |
| 3M | +3.5% | +13.5% | -10.0% | -1.8% |
| 6M | -0.3% | +33.1% | -33.4% | -13.3% |
| YTD | -7.3% | +15.1% | -22.4% | -15.3% |
| 1Y | -1.1% | +18.7% | -19.8% | -9.8% |
| All | -1.1% | +19.4% | -20.5% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling