+0.8%
META vs MOD
-33.0%
+33.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -21.4% | +22.9% | +3.9% |
| 7D | +2.9% | -31.3% | +34.2% | +7.2% |
| 30D | -15.1% | -46.1% | +31.0% | -8.9% |
| 3M | +7.2% | -51.1% | +58.4% | +16.1% |
| 6M | +3.4% | -62.1% | +65.4% | +14.1% |
| YTD | -4.3% | -26.2% | +21.9% | -9.6% |
| 1Y | +0.8% | -32.6% | +33.3% | -4.4% |
| All | +0.8% | -33.0% | +33.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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