+462.9%
META vs MSCI
+809.0%
-346.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.4% |
| 7D | +5.2% | +2.7% | +2.5% | +3.7% |
| 30D | -13.0% | +17.4% | -30.4% | -20.3% |
| 3M | +7.9% | +14.8% | -6.9% | -0.1% |
| 6M | +4.2% | +16.1% | -11.9% | -5.0% |
| YTD | -2.5% | +16.0% | -18.5% | -12.2% |
| 1Y | +5.6% | +16.4% | -10.9% | -5.2% |
| 3Y | +96.8% | +35.3% | +61.5% | +54.5% |
| 5Y | +90.0% | +6.6% | +83.4% | +67.0% |
| All | +462.9% | +809.0% | -346.0% | +70.9% |
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