+52.3%
MSFT vs META
+94.9%
-42.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +1.7% | -0.8% | +2.5% | +1.9% |
| 30D | +0.2% | -15.4% | +15.6% | +4.9% |
| 3M | +6.4% | +3.5% | +2.8% | +4.5% |
| 6M | +28.7% | -0.3% | +29.0% | +26.7% |
| YTD | +10.4% | -7.3% | +17.7% | +10.2% |
| 1Y | +7.6% | -1.1% | +8.7% | +4.7% |
| 3Y | +52.3% | +95.1% | -42.7% | +14.4% |
| All | +52.3% | +94.9% | -42.6% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling