+404.3%
META vs MOS
+8.6%
+395.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.8% | +21.6% | -22.4% | -4.3% |
| 30D | -15.4% | +12.0% | -27.4% | -17.3% |
| 3M | +3.5% | -3.9% | +7.4% | +3.6% |
| 6M | -0.3% | -3.3% | +3.0% | -0.6% |
| YTD | -7.3% | -4.6% | -2.7% | -8.3% |
| 1Y | -1.1% | -7.0% | +5.9% | -1.9% |
| 3Y | +95.1% | -24.4% | +119.5% | +96.4% |
| 5Y | +80.6% | -32.1% | +112.7% | +80.6% |
| All | +404.3% | +8.6% | +395.7% | +332.6% |
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