+0.8%
META vs MO
+45.9%
-45.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.8% |
| 7D | +2.9% | +6.9% | -4.0% | +4.9% |
| 30D | -15.1% | +14.9% | -30.0% | -11.4% |
| 3M | +7.2% | +16.4% | -9.2% | +12.1% |
| 6M | +3.4% | +9.6% | -6.2% | +6.5% |
| YTD | -4.3% | +41.8% | -46.2% | +15.3% |
| 1Y | +0.8% | +45.3% | -44.6% | +21.1% |
| All | +0.8% | +45.9% | -45.1% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling