+74.5%
META vs MOH
-26.3%
+100.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.7% | +6.6% |
| 7D | +10.3% | -4.2% | +14.5% | +10.6% |
| 30D | +9.9% | -2.4% | +12.2% | +10.1% |
| 3M | +11.9% | -4.4% | +16.3% | +12.3% |
| 6M | +1.2% | +32.9% | -31.8% | -1.2% |
| YTD | -0.8% | +11.9% | -12.7% | -2.1% |
| 1Y | -14.3% | +6.9% | -21.3% | -15.5% |
| 3Y | +121.4% | -39.4% | +160.8% | +124.4% |
| 5Y | +74.5% | -25.0% | +99.4% | +65.2% |
| All | +74.5% | -26.3% | +100.8% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling