+0.8%
META vs MOS
-16.2%
+17.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +17.4% | -15.9% | +0.1% |
| 7D | +2.9% | +17.9% | -15.1% | +1.5% |
| 30D | -15.1% | +1.6% | -16.6% | -15.3% |
| 3M | +7.2% | -4.0% | +11.2% | +7.2% |
| 6M | +3.4% | -4.1% | +7.5% | +3.3% |
| YTD | -4.3% | -7.8% | +3.5% | -3.0% |
| 1Y | +0.8% | -15.6% | +16.3% | +3.9% |
| All | +0.8% | -16.2% | +17.0% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling