-1.1%
META vs MSFU
-9.0%
+8.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.0% |
| 7D | -0.8% | +2.5% | -3.2% | -1.1% |
| 30D | -15.4% | -1.3% | -14.1% | -15.3% |
| 3M | +3.5% | +8.6% | -5.1% | +2.7% |
| 6M | -0.3% | +48.4% | -48.7% | -3.5% |
| YTD | -7.3% | +1.6% | -8.9% | -15.5% |
| 1Y | -1.1% | -5.8% | +4.7% | -8.3% |
| All | -1.1% | -9.0% | +8.0% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling