+894.4%
MSFT vs META
+431.1%
+463.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.5% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | -3.7% | -15.4% | +11.7% | +2.6% |
| 3M | +3.6% | +5.0% | -1.4% | +0.7% |
| 6M | +26.8% | +5.2% | +21.6% | +21.4% |
| YTD | +8.4% | -4.5% | +12.9% | +6.6% |
| 1Y | +3.3% | +0.6% | +2.7% | -0.8% |
| 3Y | +44.3% | +93.1% | -48.8% | +1.1% |
| 5Y | +63.3% | +93.7% | -30.3% | +6.9% |
| 10Y | +894.4% | +433.3% | +461.0% | +257.1% |
| All | +894.4% | +431.1% | +463.3% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside META.
Daily Out/Under-Performance
Portfolio return minus META return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × META 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 META 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