+0.8%
META vs MTSI
+59.5%
-58.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +2.9% | -10.7% | +13.5% | +3.7% |
| 30D | -15.1% | -29.0% | +13.9% | -13.2% |
| 3M | +7.2% | -14.7% | +21.9% | +8.3% |
| 6M | +3.4% | -20.1% | +23.5% | +4.1% |
| YTD | -4.3% | +36.1% | -40.4% | -7.0% |
| 1Y | +0.8% | +61.7% | -61.0% | -2.4% |
| All | +0.8% | +59.5% | -58.8% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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