+405.1%
META vs MOH
+257.3%
+147.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -1.9% |
| 7D | +5.5% | -1.3% | +6.8% | +5.7% |
| 30D | +7.6% | +3.0% | +4.6% | +7.0% |
| 3M | +13.0% | +1.2% | +11.8% | +12.5% |
| 6M | -1.3% | +41.7% | -43.0% | -6.9% |
| YTD | -2.2% | +15.4% | -17.6% | -5.8% |
| 1Y | -14.0% | +11.8% | -25.8% | -17.3% |
| 3Y | +118.2% | -37.5% | +155.7% | +122.9% |
| 5Y | +71.7% | -20.6% | +92.3% | +64.8% |
| All | +405.1% | +257.3% | +147.8% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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