+62.8%
META vs MTSI
+320.9%
-258.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | -0.1% |
| 7D | +6.7% | +1.4% | +5.3% | +6.2% |
| 30D | +4.8% | +2.1% | +2.7% | +2.8% |
| 3M | -1.6% | -29.7% | +28.1% | +8.2% |
| 6M | -7.5% | +12.5% | -20.0% | -17.2% |
| YTD | -6.4% | +57.0% | -63.4% | -28.3% |
| 1Y | -17.3% | +103.9% | -121.3% | -44.6% |
| 3Y | +109.9% | +223.6% | -113.6% | +3.7% |
| All | +62.8% | +320.9% | -258.1% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling