+1,563.7%
META vs MS
+1,883.9%
-320.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | -0.4% |
| 7D | +2.9% | +2.6% | +0.2% | +1.7% |
| 30D | -15.1% | +2.6% | -17.7% | -16.1% |
| 3M | +7.2% | -10.1% | +17.3% | +11.9% |
| 6M | +3.4% | +4.4% | -1.0% | +0.6% |
| YTD | -4.3% | +11.7% | -16.1% | -10.0% |
| 1Y | +0.8% | +20.9% | -20.2% | -8.6% |
| 3Y | +102.2% | +177.1% | -75.0% | +26.5% |
| 5Y | +89.4% | +127.7% | -38.4% | +28.3% |
| 10Y | +426.7% | +684.1% | -257.3% | +109.7% |
| All | +1,563.7% | +1,883.9% | -320.2% | +415.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling