+400.1%
META vs MTSI
+395.1%
+5.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -18.4% | +14.4% | +0.7% |
| 7D | -3.1% | -24.6% | +21.5% | +3.6% |
| 30D | -18.1% | -45.7% | +27.6% | -5.4% |
| 3M | +2.9% | -27.7% | +30.6% | +8.9% |
| 6M | +0.2% | -37.3% | +37.5% | +7.7% |
| YTD | -8.1% | +11.1% | -19.2% | -17.0% |
| 1Y | -4.5% | +27.2% | -31.7% | -17.5% |
| 3Y | +94.2% | +153.7% | -59.5% | +34.5% |
| 5Y | +79.1% | +159.0% | -79.9% | +21.1% |
| All | +400.1% | +395.1% | +5.0% | +150.3% |
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