+1,563.7%
META vs MOD
+1,487.1%
+76.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -21.4% | +22.9% | +4.8% |
| 7D | +2.9% | -31.3% | +34.2% | +8.5% |
| 30D | -15.1% | -46.1% | +31.0% | -7.1% |
| 3M | +7.2% | -51.1% | +58.4% | +18.8% |
| 6M | +3.4% | -62.1% | +65.4% | +17.4% |
| YTD | -4.3% | -26.2% | +21.9% | -3.6% |
| 1Y | +0.8% | -32.6% | +33.3% | +2.3% |
| 3Y | +102.2% | +133.8% | -31.7% | +62.8% |
| 5Y | +89.4% | +792.8% | -703.4% | +21.5% |
| 10Y | +426.7% | +959.8% | -533.0% | +184.6% |
| All | +1,563.7% | +1,487.1% | +76.6% | +722.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling