+1,527.5%
META vs MKSI
+1,150.6%
+376.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | -0.6% |
| 7D | +6.7% | +1.8% | +4.9% | +5.9% |
| 30D | +4.8% | -16.8% | +21.5% | +11.2% |
| 3M | -1.6% | -21.1% | +19.5% | +2.8% |
| 6M | -7.5% | +10.8% | -18.3% | -16.4% |
| YTD | -6.4% | +63.3% | -69.7% | -28.1% |
| 1Y | -17.3% | +157.0% | -174.3% | -48.4% |
| 3Y | +109.9% | +163.7% | -53.8% | +17.8% |
| 5Y | +65.4% | +82.0% | -16.6% | +5.9% |
| 10Y | +391.8% | +467.2% | -75.4% | +74.3% |
| All | +1,527.5% | +1,150.6% | +376.9% | +294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling