+436.0%
META vs MSI
+670.3%
-234.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +3.3% | +7.4% | -4.1% | -0.1% |
| 30D | -10.8% | +18.7% | -29.5% | -17.6% |
| 3M | +7.9% | +14.5% | -6.6% | +1.0% |
| 6M | +5.4% | +38.1% | -32.7% | -10.2% |
| YTD | -2.6% | +38.7% | -41.3% | -18.4% |
| 1Y | +1.9% | +35.4% | -33.5% | -13.7% |
| 3Y | +97.0% | +75.1% | +21.9% | +42.3% |
| 5Y | +97.6% | +126.4% | -28.8% | +23.3% |
| 10Y | +436.0% | +671.4% | -235.4% | +101.5% |
| All | +436.0% | +670.3% | -234.3% | +101.5% |
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