+79.1%
META vs MOD
+720.4%
-641.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.3% | +3.3% | -2.6% |
| 7D | -3.1% | -34.2% | +31.0% | +3.8% |
| 30D | -18.1% | -51.9% | +33.8% | -7.2% |
| 3M | +2.9% | -53.0% | +55.9% | +16.7% |
| 6M | +0.2% | -66.4% | +66.5% | +18.8% |
| YTD | -8.1% | -31.5% | +23.5% | -7.2% |
| 1Y | -4.5% | -39.6% | +35.0% | -1.9% |
| 3Y | +94.2% | +116.8% | -22.6% | +47.3% |
| 5Y | +79.1% | +713.8% | -634.7% | +4.1% |
| All | +79.1% | +720.4% | -641.3% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling