+79.1%
META vs MSCI
+4.3%
+74.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -2.6% |
| 7D | -3.1% | +6.0% | -9.2% | -6.0% |
| 30D | -18.1% | +18.2% | -36.3% | -25.1% |
| 3M | +2.9% | +15.1% | -12.3% | -4.7% |
| 6M | +0.2% | +13.7% | -13.5% | -7.6% |
| YTD | -8.1% | +15.6% | -23.7% | -16.9% |
| 1Y | -4.5% | +16.3% | -20.9% | -14.1% |
| 3Y | +94.2% | +36.9% | +57.3% | +47.9% |
| 5Y | +79.1% | +6.3% | +72.8% | +51.1% |
| All | +79.1% | +4.3% | +74.7% | +51.1% |
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