+108.3%
META vs MKSI
+176.6%
-68.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | 0.0% |
| 7D | +6.7% | +1.8% | +4.9% | +6.2% |
| 30D | +4.8% | -16.8% | +21.5% | +9.0% |
| 3M | -1.6% | -21.1% | +19.5% | +1.4% |
| 6M | -7.5% | +10.8% | -18.3% | -14.3% |
| YTD | -6.4% | +63.3% | -69.7% | -22.9% |
| 1Y | -17.3% | +157.0% | -174.3% | -41.8% |
| All | +108.3% | +176.6% | -68.3% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling