+404.3%
META vs MS
+616.2%
-211.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | -0.8% | -1.6% | +0.8% | -0.1% |
| 30D | -15.4% | -3.8% | -11.6% | -14.0% |
| 3M | +3.5% | -14.6% | +18.1% | +10.9% |
| 6M | -0.3% | -5.1% | +4.8% | +1.1% |
| YTD | -7.3% | +4.5% | -11.8% | -10.7% |
| 1Y | -1.1% | +13.5% | -14.6% | -8.4% |
| 3Y | +95.1% | +160.4% | -65.3% | +20.5% |
| 5Y | +80.6% | +112.9% | -32.3% | +21.5% |
| All | +404.3% | +616.2% | -211.9% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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