+97.6%
META vs MSCI
+7.0%
+90.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.8% |
| 7D | +3.3% | +2.7% | +0.6% | +1.9% |
| 30D | -10.8% | +16.2% | -27.0% | -17.6% |
| 3M | +7.9% | +17.1% | -9.2% | -0.9% |
| 6M | +5.4% | +13.0% | -7.6% | -2.5% |
| YTD | -2.6% | +15.8% | -18.4% | -12.0% |
| 1Y | +1.9% | +15.5% | -13.6% | -7.9% |
| 3Y | +97.0% | +32.3% | +64.6% | +54.0% |
| 5Y | +97.6% | +8.2% | +89.5% | +64.4% |
| All | +97.6% | +7.0% | +90.6% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling