+404.3%
META vs MOD
+911.6%
-507.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | 0.0% |
| 7D | -0.8% | -25.5% | +24.8% | +3.1% |
| 30D | -15.4% | -49.0% | +33.6% | -7.1% |
| 3M | +3.5% | -49.8% | +53.3% | +13.7% |
| 6M | -0.3% | -64.8% | +64.5% | +13.9% |
| YTD | -7.3% | -27.6% | +20.3% | -6.5% |
| 1Y | -1.1% | -35.2% | +34.1% | +0.9% |
| 3Y | +95.1% | +137.1% | -42.1% | +59.5% |
| 5Y | +80.6% | +760.3% | -679.7% | +21.6% |
| All | +404.3% | +911.6% | -507.3% | +226.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling