+1,527.5%
META vs MTSI
+1,902.6%
-375.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.1% |
| 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% | +5.3% |
| 6M | -7.5% | +12.5% | -20.0% | -13.5% |
| YTD | -6.4% | +57.0% | -63.4% | -20.5% |
| 1Y | -17.3% | +103.9% | -121.3% | -35.1% |
| 3Y | +109.9% | +223.6% | -113.6% | +42.4% |
| 5Y | +65.4% | +321.6% | -256.2% | +3.9% |
| 10Y | +391.8% | +517.7% | -125.9% | +141.7% |
| All | +1,527.5% | +1,902.6% | -375.1% | +484.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling