-1.1%
META vs MSTU
-90.0%
+88.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +0.9% |
| 7D | -0.8% | -4.3% | +3.5% | -0.6% |
| 30D | -15.4% | -34.6% | +19.2% | -14.3% |
| 3M | +3.5% | +39.0% | -35.5% | +2.4% |
| 6M | -0.3% | -70.5% | +70.2% | +0.2% |
| YTD | -7.3% | -68.6% | +61.3% | -9.6% |
| 1Y | -1.1% | -88.6% | +87.6% | -0.8% |
| All | -1.1% | -90.0% | +88.9% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling