+79.1%
META vs MS
+110.9%
-31.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +2.0% | -0.7% |
| 7D | -3.1% | -3.4% | +0.3% | -1.3% |
| 30D | -18.1% | -3.9% | -14.2% | -16.4% |
| 3M | +2.9% | -15.9% | +18.8% | +12.8% |
| 6M | +0.2% | -2.5% | +2.7% | -0.1% |
| YTD | -8.1% | +5.1% | -13.2% | -13.1% |
| 1Y | -4.5% | +13.0% | -17.5% | -13.8% |
| 3Y | +94.2% | +160.7% | -66.5% | -2.9% |
| 5Y | +79.1% | +114.0% | -35.0% | -0.2% |
| All | +79.1% | +110.9% | -31.9% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling