+400.1%
META vs MOS
+8.5%
+391.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.3% | -7.2% | -4.5% |
| 7D | -3.1% | +22.5% | -25.6% | -6.6% |
| 30D | -18.1% | +6.6% | -24.7% | -19.3% |
| 3M | +2.9% | -3.8% | +6.7% | +3.0% |
| 6M | +0.2% | -2.2% | +2.4% | -0.3% |
| YTD | -8.1% | -4.8% | -3.3% | -9.0% |
| 1Y | -4.5% | -11.7% | +7.2% | -4.4% |
| 3Y | +94.2% | -26.5% | +120.7% | +96.5% |
| 5Y | +79.1% | -32.2% | +111.3% | +79.2% |
| All | +400.1% | +8.5% | +391.6% | +329.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling