+462.9%
META vs MSI
+664.3%
-201.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +5.2% | +3.2% | +1.9% | +3.7% |
| 30D | -13.0% | +17.6% | -30.6% | -19.4% |
| 3M | +7.9% | +14.5% | -6.6% | +1.0% |
| 6M | +4.2% | +34.3% | -30.0% | -10.0% |
| YTD | -2.5% | +39.7% | -42.3% | -18.7% |
| 1Y | +5.6% | +40.2% | -34.6% | -12.1% |
| 3Y | +96.8% | +77.1% | +19.6% | +41.3% |
| 5Y | +90.0% | +124.0% | -34.0% | +19.0% |
| All | +462.9% | +664.3% | -201.4% | +109.6% |
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