+62.8%
META vs MAR
+165.1%
-102.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +6.7% | -4.2% | +10.9% | +9.1% |
| 30D | +4.8% | -6.7% | +11.4% | +8.6% |
| 3M | -1.6% | -12.5% | +10.9% | +5.0% |
| 6M | -7.5% | +0.6% | -8.0% | -9.0% |
| YTD | -6.4% | +9.1% | -15.5% | -12.7% |
| 1Y | -17.3% | +26.2% | -43.6% | -29.8% |
| 3Y | +109.9% | +68.2% | +41.8% | +47.3% |
| All | +62.8% | +165.1% | -102.3% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling