+1,527.5%
META vs MAR
+948.8%
+578.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +6.7% | -4.2% | +10.9% | +8.4% |
| 30D | +4.8% | -6.7% | +11.4% | +7.5% |
| 3M | -1.6% | -12.5% | +10.9% | +3.0% |
| 6M | -7.5% | +0.6% | -8.0% | -8.3% |
| YTD | -6.4% | +9.1% | -15.5% | -10.4% |
| 1Y | -17.3% | +26.2% | -43.6% | -25.6% |
| 3Y | +109.9% | +68.2% | +41.8% | +68.8% |
| 5Y | +65.4% | +163.9% | -98.6% | +13.4% |
| 10Y | +391.8% | +420.6% | -28.7% | +147.8% |
| All | +1,527.5% | +948.8% | +578.6% | +584.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling