+93.1%
META vs MSI
+123.5%
-30.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +3.9% |
| 7D | +5.7% | +8.3% | -2.6% | +1.8% |
| 30D | -10.8% | +18.9% | -29.6% | -17.8% |
| 3M | +8.4% | +13.2% | -4.8% | +1.9% |
| 6M | +5.4% | +38.3% | -32.9% | -10.8% |
| YTD | -2.6% | +38.9% | -41.5% | -19.6% |
| 1Y | +3.5% | +36.7% | -33.2% | -13.9% |
| 3Y | +102.0% | +76.6% | +25.4% | +32.9% |
| 5Y | +93.1% | +124.5% | -31.4% | -0.8% |
| All | +93.1% | +123.5% | -30.5% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling