+379.6%
META vs MOD
+1,642.7%
-1,263.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.4% |
| 7D | +6.7% | +9.6% | -2.9% | +5.2% |
| 30D | +4.8% | 0.0% | +4.7% | +4.6% |
| 3M | -1.6% | -35.4% | +33.7% | +4.1% |
| 6M | -7.5% | -7.3% | -0.2% | -8.5% |
| YTD | -6.4% | +45.8% | -52.2% | -14.3% |
| 1Y | -17.3% | +43.1% | -60.5% | -24.8% |
| 3Y | +109.9% | +297.7% | -187.7% | +58.9% |
| 5Y | +65.4% | +1,478.8% | -1,413.4% | +1.6% |
| All | +379.6% | +1,642.7% | -1,263.1% | +170.4% |
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 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