-63.2%
SPCH vs MOD
-65.4%
+2.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -21.4% | +13.9% | +3.7% |
| 7D | -13.4% | -31.3% | +17.9% | +5.1% |
| 30D | -39.6% | -46.1% | +6.5% | -17.0% |
| 3M | -1.4% | -51.1% | +49.7% | +40.1% |
| All | -63.2% | -65.4% | +2.2% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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 · Available span rolling