+922.9%
MSFT vs META
+422.5%
+500.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.3% | +3.3% | -0.9% | +1.1% |
| 30D | -0.4% | -10.8% | +10.4% | +4.0% |
| 3M | +5.6% | +7.9% | -2.3% | +1.5% |
| 6M | +29.0% | +5.4% | +23.6% | +23.4% |
| YTD | +10.9% | -2.6% | +13.5% | +8.2% |
| 1Y | +6.2% | +1.9% | +4.4% | +1.5% |
| 3Y | +47.6% | +97.0% | -49.4% | +2.6% |
| 5Y | +67.9% | +97.6% | -29.7% | +9.1% |
| 10Y | +922.9% | +436.0% | +486.8% | +269.4% |
| All | +922.9% | +422.5% | +500.4% | +269.4% |
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