+101.4%
META vs MOS
-29.0%
+130.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +17.4% | -15.9% | -0.5% |
| 7D | +2.9% | +17.9% | -15.1% | +0.8% |
| 30D | -15.1% | +1.6% | -16.6% | -15.4% |
| 3M | +7.2% | -4.0% | +11.2% | +7.4% |
| 6M | +3.4% | -4.1% | +7.5% | +3.3% |
| YTD | -4.3% | -7.8% | +3.5% | -4.6% |
| 1Y | +0.8% | -15.6% | +16.3% | +1.5% |
| All | +101.4% | -29.0% | +130.4% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling