+2,222.1%
MSFT vs META
+1,352.7%
+869.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -2.4% |
| 7D | +1.1% | -3.1% | +4.2% | +2.1% |
| 30D | +1.3% | -18.1% | +19.4% | +7.5% |
| 3M | +10.2% | +2.9% | +7.3% | +8.5% |
| 6M | +30.8% | +0.2% | +30.6% | +28.6% |
| YTD | +11.5% | -8.1% | +19.6% | +11.6% |
| 1Y | +6.5% | -4.5% | +11.1% | +5.2% |
| 3Y | +55.5% | +94.2% | -38.7% | +20.3% |
| 5Y | +66.2% | +79.1% | -12.9% | +23.4% |
| 10Y | +928.0% | +405.9% | +522.1% | +491.7% |
| All | +2,222.1% | +1,352.7% | +869.4% | +1,183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling