-14.0%
META vs MKSI
+143.3%
-157.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.2% |
| 7D | +5.5% | +4.9% | +0.6% | +5.0% |
| 30D | +7.6% | -11.0% | +18.5% | +8.9% |
| 3M | +13.0% | -17.1% | +30.0% | +13.3% |
| 6M | -1.3% | +16.4% | -17.7% | -8.1% |
| YTD | -2.2% | +64.3% | -66.5% | -12.6% |
| 1Y | -14.0% | +137.7% | -151.8% | -25.7% |
| All | -14.0% | +143.3% | -157.4% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling