+107.3%
META vs MS
+178.0%
-70.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | +1.4% | +5.3% | +6.1% |
| 30D | +4.8% | -0.3% | +5.0% | +4.8% |
| 3M | -1.6% | +0.3% | -1.9% | -2.1% |
| 6M | -7.5% | +31.3% | -38.8% | -18.5% |
| YTD | -6.4% | +24.7% | -31.1% | -16.0% |
| 1Y | -17.3% | +47.9% | -65.3% | -31.5% |
| All | +107.3% | +178.0% | -70.8% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling