+404.3%
META vs MSCI
+789.3%
-385.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +2.0% |
| 7D | -0.8% | +2.8% | -3.6% | -2.3% |
| 30D | -15.4% | +15.4% | -30.8% | -21.9% |
| 3M | +3.5% | +13.4% | -9.9% | -3.6% |
| 6M | -0.3% | +10.9% | -11.2% | -7.0% |
| YTD | -7.3% | +13.0% | -20.3% | -15.3% |
| 1Y | -1.1% | +12.0% | -13.1% | -9.3% |
| 3Y | +95.1% | +34.1% | +61.0% | +53.5% |
| 5Y | +80.6% | +3.9% | +76.7% | +60.9% |
| All | +404.3% | +789.3% | -385.1% | +53.5% |
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