+1,563.7%
META vs MA
+1,720.6%
-156.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | -1.0% |
| 7D | +2.9% | +10.2% | -7.4% | -3.4% |
| 30D | -15.1% | +19.3% | -34.4% | -24.3% |
| 3M | +7.2% | +18.0% | -10.7% | -3.8% |
| 6M | +3.4% | +33.7% | -30.3% | -15.1% |
| YTD | -4.3% | +18.6% | -22.9% | -15.2% |
| 1Y | +0.8% | +22.5% | -21.7% | -12.7% |
| 3Y | +102.2% | +77.4% | +24.8% | +37.0% |
| 5Y | +89.4% | +106.6% | -17.2% | +17.9% |
| 10Y | +426.7% | +592.2% | -165.5% | +58.4% |
| All | +1,563.7% | +1,720.6% | -156.9% | +310.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling