+62.8%
META vs MS
+145.3%
-82.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | +1.4% | +5.3% | +5.9% |
| 30D | +4.8% | -0.3% | +5.0% | +4.8% |
| 3M | -1.6% | +0.3% | -1.9% | -2.4% |
| 6M | -7.5% | +31.3% | -38.8% | -21.9% |
| YTD | -6.4% | +24.7% | -31.1% | -19.0% |
| 1Y | -17.3% | +47.9% | -65.3% | -35.8% |
| 3Y | +109.9% | +178.3% | -68.4% | +5.4% |
| All | +62.8% | +145.3% | -82.5% | -15.7% |
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