+400.1%
META vs MSCI
+810.0%
-409.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -2.5% |
| 7D | -3.1% | +6.0% | -9.2% | -6.1% |
| 30D | -18.1% | +18.2% | -36.3% | -25.3% |
| 3M | +2.9% | +15.1% | -12.3% | -4.9% |
| 6M | +0.2% | +13.7% | -13.5% | -7.7% |
| YTD | -8.1% | +15.6% | -23.7% | -17.0% |
| 1Y | -4.5% | +16.3% | -20.9% | -14.2% |
| 3Y | +94.2% | +36.9% | +57.3% | +51.2% |
| 5Y | +79.1% | +6.3% | +72.8% | +57.7% |
| All | +400.1% | +810.0% | -409.9% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling