+1,527.5%
META vs MSCI
+1,919.0%
-391.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 6M | -7.5% | +0.8% | -8.3% | -9.0% |
| YTD | -6.4% | +1.0% | -7.4% | -8.6% |
| 1Y | -17.3% | +4.3% | -21.7% | -21.4% |
| 3Y | +109.9% | +9.9% | +100.0% | +88.3% |
| 5Y | +65.4% | -6.8% | +72.1% | +58.0% |
| 10Y | +391.8% | +614.7% | -222.9% | +97.4% |
| All | +1,527.5% | +1,919.0% | -391.5% | +422.6% |
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