+404.3%
META vs MSI
+676.2%
-271.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -0.8% | +4.7% | -5.5% | -2.9% |
| 30D | -15.4% | +14.8% | -30.2% | -20.8% |
| 3M | +3.5% | +8.8% | -5.3% | -0.9% |
| 6M | -0.3% | +19.3% | -19.6% | -9.4% |
| YTD | -7.3% | +35.3% | -42.7% | -21.6% |
| 1Y | -1.1% | +33.8% | -34.9% | -15.9% |
| 3Y | +95.1% | +74.4% | +20.6% | +40.9% |
| 5Y | +80.6% | +120.5% | -39.9% | +13.9% |
| All | +404.3% | +676.2% | -271.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling