+1.2%
META vs MA
+10.3%
-9.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.1% | +6.7% |
| 7D | +10.3% | -3.5% | +13.8% | +11.5% |
| 30D | +9.9% | +0.8% | +9.1% | +9.5% |
| 3M | +11.9% | +14.8% | -2.9% | +3.2% |
| 6M | +1.2% | +10.0% | -8.8% | -2.4% |
| All | +1.2% | +10.3% | -9.1% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling