+73.5%
MSFT vs META
+65.5%
+7.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -2.7% | +6.7% | -9.4% | -4.7% |
| 30D | +2.7% | +4.8% | -2.1% | +1.1% |
| 3M | +17.0% | -1.6% | +18.6% | +16.6% |
| 6M | +23.8% | -7.5% | +31.3% | +25.3% |
| YTD | +4.0% | -6.4% | +10.4% | +4.0% |
| 1Y | -0.8% | -17.3% | +16.5% | +3.2% |
| 3Y | +55.6% | +109.9% | -54.3% | +15.0% |
| All | +73.5% | +65.5% | +7.9% | +28.5% |
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