+20.0%
META vs MSTU
-90.1%
+110.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.1% | +10.2% | +5.4% |
| 7D | +5.7% | -9.3% | +15.0% | +6.2% |
| 30D | -10.8% | -38.3% | +27.5% | -8.5% |
| 3M | +8.4% | +24.0% | -15.6% | +5.1% |
| 6M | +5.4% | -72.1% | +77.5% | +9.9% |
| YTD | -2.6% | -70.2% | +67.6% | -1.9% |
| 1Y | +3.5% | -89.6% | +93.1% | +12.1% |
| All | +20.0% | -90.1% | +110.1% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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