-4.5%
META vs MOD
-37.4%
+32.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.3% | +3.3% | -3.1% |
| 7D | -3.1% | -34.2% | +31.0% | +1.5% |
| 30D | -18.1% | -51.9% | +33.8% | -11.0% |
| 3M | +2.9% | -53.0% | +55.9% | +11.9% |
| 6M | +0.2% | -66.4% | +66.5% | +12.5% |
| YTD | -8.1% | -31.5% | +23.5% | -12.3% |
| 1Y | -4.5% | -39.6% | +35.0% | -8.2% |
| All | -4.5% | -37.4% | +32.8% | -8.2% |
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