+2,065.1%
MSFT vs META
+1,379.6%
+685.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.3% |
| 7D | -2.7% | +6.7% | -9.4% | -4.6% |
| 30D | +2.7% | +4.8% | -2.1% | +1.2% |
| 3M | +17.0% | -1.6% | +18.6% | +16.6% |
| 6M | +23.8% | -7.5% | +31.3% | +25.2% |
| YTD | +4.0% | -6.4% | +10.4% | +4.0% |
| 1Y | -0.8% | -17.3% | +16.5% | +2.8% |
| 3Y | +55.6% | +109.9% | -54.3% | +18.1% |
| 5Y | +72.9% | +65.4% | +7.5% | +31.9% |
| 10Y | +875.8% | +391.8% | +484.0% | +464.9% |
| All | +2,065.1% | +1,379.6% | +685.5% | +1,097.0% |
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