+1,560.5%
META vs MOH
+763.6%
+796.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -0.2% | -7.6% | +7.4% | +1.0% |
| 30D | -15.4% | +2.4% | -17.8% | -15.8% |
| 3M | +5.0% | +7.6% | -2.5% | +3.5% |
| 6M | +5.2% | +13.0% | -7.8% | +2.6% |
| YTD | -4.5% | +20.6% | -25.1% | -9.1% |
| 1Y | +0.6% | +45.8% | -45.2% | -7.4% |
| 3Y | +93.1% | -41.6% | +134.6% | +99.9% |
| 5Y | +93.7% | -33.1% | +126.7% | +93.2% |
| 10Y | +433.3% | +340.2% | +93.1% | +260.1% |
| All | +1,560.5% | +763.6% | +796.9% | +858.6% |
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