-11.7%
SPCX vs MOD
-61.2%
+49.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.9% | -4.1% | +2.3% |
| 7D | +4.2% | -13.9% | +18.1% | +7.8% |
| 30D | -12.6% | -41.5% | +28.9% | +2.1% |
| 3M | +6.7% | -45.7% | +52.5% | +26.5% |
| All | -11.7% | -61.2% | +49.5% | +18.1% |
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