+79.1%
META vs MAS
+41.7%
+37.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.5% | -2.3% |
| 7D | -3.1% | +4.6% | -7.7% | -5.2% |
| 30D | -18.1% | +19.9% | -38.0% | -25.3% |
| 3M | +2.9% | +8.9% | -6.0% | -2.0% |
| 6M | +0.2% | +20.2% | -20.0% | -10.3% |
| YTD | -8.1% | +33.9% | -42.0% | -24.2% |
| 1Y | -4.5% | +34.7% | -39.2% | -21.8% |
| 3Y | +94.2% | +60.4% | +33.8% | +31.5% |
| 5Y | +79.1% | +43.5% | +35.6% | +35.8% |
| All | +79.1% | +41.7% | +37.4% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling