+1,563.7%
META vs MSCI
+2,275.9%
-712.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | -1.2% |
| 7D | +2.9% | +11.5% | -8.6% | -2.5% |
| 30D | -15.1% | +22.1% | -37.2% | -23.2% |
| 3M | +7.2% | +18.4% | -11.2% | -1.6% |
| 6M | +3.4% | +16.6% | -13.3% | -5.3% |
| YTD | -4.3% | +18.8% | -23.2% | -14.0% |
| 1Y | +0.8% | +19.0% | -18.2% | -9.6% |
| 3Y | +102.2% | +40.7% | +61.5% | +59.7% |
| 5Y | +89.4% | +7.9% | +81.5% | +68.2% |
| 10Y | +426.7% | +848.9% | -422.1% | +87.1% |
| All | +1,563.7% | +2,275.9% | -712.1% | +392.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling