+700.4%
META vs QSR
+218.5%
+481.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | +2.4% | +4.3% | +5.8% |
| 30D | +4.8% | +7.6% | -2.9% | +2.1% |
| 3M | -1.6% | +12.6% | -14.3% | -6.0% |
| 6M | -7.5% | +14.4% | -21.8% | -12.4% |
| YTD | -6.4% | +19.6% | -26.0% | -13.0% |
| 1Y | -17.3% | +33.9% | -51.2% | -26.6% |
| 3Y | +109.9% | +27.1% | +82.8% | +86.5% |
| 5Y | +65.4% | +48.5% | +16.8% | +38.0% |
| 10Y | +391.8% | +126.2% | +265.6% | +239.4% |
| All | +700.4% | +218.5% | +481.9% | +400.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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