+62.8%
META vs MSCI
-6.7%
+69.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +6.7% | +0.4% | +6.3% | +6.5% |
| 30D | +4.8% | +0.6% | +4.2% | +4.4% |
| 3M | -1.6% | -7.1% | +5.4% | +1.4% |
| 6M | -7.5% | +0.8% | -8.3% | -9.2% |
| YTD | -6.4% | +1.0% | -7.4% | -8.9% |
| 1Y | -17.3% | +4.3% | -21.7% | -22.0% |
| 3Y | +109.9% | +9.9% | +100.0% | +83.5% |
| All | +62.8% | -6.7% | +69.5% | +46.0% |
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