+93.4%
META vs MTSI
+153.8%
-60.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -18.4% | +14.4% | 0.0% |
| 7D | -3.1% | -24.6% | +21.5% | +2.6% |
| 30D | -18.1% | -45.7% | +27.6% | -7.4% |
| 3M | +2.9% | -27.7% | +30.6% | +8.0% |
| 6M | +0.2% | -37.3% | +37.5% | +6.2% |
| YTD | -8.1% | +11.1% | -19.2% | -19.8% |
| 1Y | -4.5% | +27.2% | -31.7% | -21.2% |
| All | +93.4% | +153.8% | -60.4% | +25.9% |
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