-1.1%
META vs MO
+42.5%
-43.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.3% |
| 7D | -0.8% | -2.4% | +1.7% | -1.5% |
| 30D | -15.4% | +9.7% | -25.1% | -12.9% |
| 3M | +3.5% | +14.1% | -10.6% | +7.6% |
| 6M | -0.3% | +11.9% | -12.1% | +5.6% |
| YTD | -7.3% | +38.4% | -45.7% | +10.8% |
| 1Y | -1.1% | +41.9% | -43.0% | +18.1% |
| All | -1.1% | +42.5% | -43.5% | +18.1% |
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