-4.5%
META vs MAS
+37.4%
-41.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.5% | -3.5% |
| 7D | -3.1% | +4.6% | -7.7% | -3.7% |
| 30D | -18.1% | +19.9% | -38.0% | -20.3% |
| 3M | +2.9% | +8.9% | -6.0% | +1.8% |
| 6M | +0.2% | +20.2% | -20.0% | -3.0% |
| YTD | -8.1% | +33.9% | -42.0% | -14.8% |
| 1Y | -4.5% | +34.7% | -39.2% | -11.4% |
| All | -4.5% | +37.4% | -41.9% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling