+436.0%
META vs MKSI
+351.5%
+84.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +3.3% | +4.0% | -0.8% | +1.5% |
| 30D | -10.8% | -19.3% | +8.5% | -4.5% |
| 3M | +7.9% | -26.9% | +34.8% | +18.4% |
| 6M | +5.4% | -31.7% | +37.1% | +13.8% |
| YTD | -2.6% | +33.9% | -36.5% | -20.6% |
| 1Y | +1.9% | +34.9% | -33.0% | -17.7% |
| 3Y | +97.0% | +207.2% | -110.3% | +0.9% |
| 5Y | +97.6% | +41.1% | +56.5% | +36.9% |
| 10Y | +436.0% | +361.0% | +75.1% | +132.5% |
| All | +436.0% | +351.5% | +84.6% | +132.5% |
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