+375.1%
META vs RSG
+415.1%
-40.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +6.0% | -0.7% | +6.8% | +6.4% |
| 30D | +3.6% | +3.3% | +0.3% | +2.2% |
| 3M | +4.9% | +8.5% | -3.6% | +1.0% |
| 6M | -4.7% | -3.5% | -1.2% | -3.8% |
| YTD | -6.9% | +5.5% | -12.4% | -10.0% |
| 1Y | -18.2% | -1.7% | -16.5% | -18.5% |
| 3Y | +107.8% | +56.9% | +50.9% | +60.6% |
| 5Y | +63.9% | +89.4% | -25.5% | +13.3% |
| 10Y | +375.1% | +412.5% | -37.5% | +99.4% |
| All | +375.1% | +415.1% | -40.0% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling