+404.3%
META vs MTSI
+448.7%
-44.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.0% | -1.9% |
| 7D | -0.8% | -10.0% | +9.2% | +1.3% |
| 30D | -15.4% | -37.2% | +21.8% | -5.9% |
| 3M | +3.5% | -30.1% | +33.6% | +10.8% |
| 6M | -0.3% | -31.9% | +31.6% | +4.9% |
| YTD | -7.3% | +23.2% | -30.5% | -18.6% |
| 1Y | -1.1% | +26.4% | -27.5% | -14.0% |
| 3Y | +95.1% | +186.2% | -91.1% | +30.8% |
| 5Y | +80.6% | +187.0% | -106.5% | +18.8% |
| All | +404.3% | +448.7% | -44.4% | +145.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling