-4.5%
META vs MS
+13.9%
-18.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +2.0% | -2.0% |
| 7D | -3.1% | -3.4% | +0.3% | -2.0% |
| 30D | -18.1% | -3.9% | -14.2% | -17.0% |
| 3M | +2.9% | -15.9% | +18.8% | +8.5% |
| 6M | +0.2% | -2.5% | +2.7% | -0.6% |
| YTD | -8.1% | +5.1% | -13.2% | -12.7% |
| 1Y | -4.5% | +13.0% | -17.5% | -11.1% |
| All | -4.5% | +13.9% | -18.4% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling