-18.2%
META vs MO
+9.5%
-27.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.7% |
| 7D | +6.0% | -2.0% | +8.1% | +5.8% |
| 30D | +3.6% | -0.3% | +3.9% | +3.5% |
| 3M | +4.9% | -2.9% | +7.8% | +5.6% |
| 6M | -4.7% | +5.8% | -10.5% | -1.2% |
| YTD | -6.9% | +22.0% | -28.9% | -6.2% |
| 1Y | -18.2% | +10.7% | -28.9% | -16.3% |
| All | -18.2% | +9.5% | -27.7% | -16.3% |
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