+64.1%
MSFT vs META
+78.8%
-14.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | +0.2% | -15.4% | +15.6% | +5.5% |
| 3M | +6.4% | +3.5% | +2.8% | +4.4% |
| 6M | +28.7% | -0.3% | +29.0% | +26.5% |
| YTD | +10.4% | -7.3% | +17.7% | +10.1% |
| 1Y | +7.6% | -1.1% | +8.7% | +4.8% |
| 3Y | +52.3% | +95.1% | -42.7% | +14.4% |
| All | +64.1% | +78.8% | -14.8% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling