+107.3%
META vs MTSI
+224.7%
-117.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.2% |
| 7D | +6.7% | +1.4% | +5.3% | +6.3% |
| 30D | +4.8% | +2.1% | +2.7% | +3.4% |
| 3M | -1.6% | -29.7% | +28.1% | +5.8% |
| 6M | -7.5% | +12.5% | -20.0% | -14.9% |
| YTD | -6.4% | +57.0% | -63.4% | -23.5% |
| 1Y | -17.3% | +103.9% | -121.3% | -39.3% |
| All | +107.3% | +224.7% | -117.4% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling