+101.4%
META vs MOD
+133.8%
-32.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -21.4% | +22.9% | +5.3% |
| 7D | +2.9% | -31.3% | +34.2% | +9.5% |
| 30D | -15.1% | -46.1% | +31.0% | -5.6% |
| 3M | +7.2% | -51.1% | +58.4% | +21.0% |
| 6M | +3.4% | -62.1% | +65.4% | +20.2% |
| YTD | -4.3% | -26.2% | +21.9% | -5.8% |
| 1Y | +0.8% | -32.6% | +33.3% | +0.3% |
| All | +101.4% | +133.8% | -32.4% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling