+1,497.9%
META vs MSI
+1,270.6%
+227.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.0% | -8.0% | -5.7% |
| 7D | -3.1% | +5.1% | -8.2% | -5.3% |
| 30D | -18.1% | +13.3% | -31.4% | -22.7% |
| 3M | +2.9% | +18.3% | -15.5% | -5.3% |
| 6M | +0.2% | +18.7% | -18.5% | -8.5% |
| YTD | -8.1% | +36.0% | -44.1% | -22.0% |
| 1Y | -4.5% | +32.6% | -37.1% | -18.0% |
| 3Y | +94.2% | +78.3% | +15.9% | +41.0% |
| 5Y | +79.1% | +121.6% | -42.5% | +15.9% |
| 10Y | +405.9% | +689.0% | -283.1% | +85.4% |
| All | +1,497.9% | +1,270.6% | +227.3% | +337.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling