+1,546.8%
META vs MOH
+766.1%
+780.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +3.1% | -3.1% | +6.2% | +3.5% |
| 30D | -18.2% | +0.2% | -18.4% | -18.4% |
| 3M | +7.8% | +1.8% | +6.0% | +7.2% |
| 6M | +3.6% | +9.5% | -5.9% | +1.5% |
| YTD | -5.3% | +20.9% | -26.2% | -9.9% |
| 1Y | +2.7% | +48.8% | -46.1% | -5.8% |
| 3Y | +91.5% | -41.4% | +132.9% | +98.2% |
| 5Y | +84.7% | -33.0% | +117.7% | +84.2% |
| 10Y | +429.0% | +341.5% | +87.5% | +257.0% |
| All | +1,546.8% | +766.1% | +780.8% | +850.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling