+379.6%
META vs MAS
+137.9%
+241.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.2% |
| 7D | +6.7% | -0.8% | +7.5% | +7.0% |
| 30D | +4.8% | -5.6% | +10.3% | +7.3% |
| 3M | -1.6% | +4.4% | -6.1% | -4.5% |
| 6M | -7.5% | +7.2% | -14.7% | -11.9% |
| YTD | -6.4% | +16.1% | -22.5% | -15.1% |
| 1Y | -17.3% | +0.1% | -17.4% | -19.9% |
| 3Y | +109.9% | +28.3% | +81.6% | +74.4% |
| 5Y | +65.4% | +30.5% | +34.9% | +34.7% |
| All | +379.6% | +137.9% | +241.7% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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