+418.8%
META vs MKSI
+502.4%
-83.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.6% | +6.2% |
| 7D | +10.3% | +6.6% | +3.6% | +7.7% |
| 30D | +9.9% | -8.2% | +18.1% | +12.7% |
| 3M | +11.9% | -16.4% | +28.3% | +14.5% |
| 6M | +1.2% | +23.0% | -21.8% | -11.8% |
| YTD | -0.8% | +68.2% | -69.0% | -24.4% |
| 1Y | -14.3% | +148.6% | -162.9% | -45.4% |
| 3Y | +121.4% | +196.0% | -74.6% | +19.0% |
| 5Y | +74.5% | +87.4% | -12.9% | +10.9% |
| 10Y | +418.8% | +523.8% | -105.0% | +104.5% |
| All | +418.8% | +502.4% | -83.6% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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