-4.5%
META vs MOS
-16.7%
+12.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.3% | -7.2% | -4.2% |
| 7D | -3.1% | +22.5% | -25.6% | -4.7% |
| 30D | -18.1% | +6.6% | -24.7% | -18.6% |
| 3M | +2.9% | -3.8% | +6.7% | +2.8% |
| 6M | +0.2% | -2.2% | +2.4% | -0.1% |
| YTD | -8.1% | -4.8% | -3.3% | -7.2% |
| 1Y | -4.5% | -11.7% | +7.2% | -2.0% |
| All | -4.5% | -16.7% | +12.2% | -2.0% |
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