+404.3%
META vs MAR
+544.2%
-139.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | +4.3% | -5.1% | -2.4% |
| 30D | -15.4% | +16.8% | -32.2% | -20.4% |
| 3M | +3.5% | +16.0% | -12.5% | -2.4% |
| 6M | -0.3% | +16.5% | -16.7% | -6.6% |
| YTD | -7.3% | +35.0% | -42.4% | -18.4% |
| 1Y | -1.1% | +49.4% | -50.5% | -16.4% |
| 3Y | +95.1% | +124.1% | -29.0% | +40.7% |
| 5Y | +80.6% | +159.2% | -78.6% | +22.8% |
| All | +404.3% | +544.2% | -139.9% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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