-11.7%
SPCX vs MA
+34.6%
-46.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.8% |
| 7D | +4.2% | -0.3% | +4.5% | +4.6% |
| 30D | -12.6% | +11.3% | -23.9% | -12.0% |
| 3M | +6.7% | +16.7% | -9.9% | +5.8% |
| All | -11.7% | +34.6% | -46.3% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 6mo: compounded portfolio wealth divided by compounded MA 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…
6mo analysis · Full analysis span regression · Available span rolling