+62.8%
META vs MA
+73.0%
-10.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.8% |
| 7D | +6.7% | -2.7% | +9.4% | +8.8% |
| 30D | +4.8% | +1.5% | +3.2% | +3.4% |
| 3M | -1.6% | +20.4% | -22.1% | -15.4% |
| 6M | -7.5% | +11.1% | -18.6% | -15.4% |
| YTD | -6.4% | +2.0% | -8.4% | -8.7% |
| 1Y | -17.3% | -2.2% | -15.2% | -17.2% |
| 3Y | +109.9% | +41.9% | +68.0% | +52.5% |
| All | +62.8% | +73.0% | -10.2% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling