-38.7%
MRNA vs S
-57.1%
+18.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.4% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | +126.1% | -11.4% | +137.6% | +128.9% |
| 3M | +190.0% | +33.8% | +156.2% | +163.6% |
| 6M | +157.2% | +39.5% | +117.7% | +128.7% |
| YTD | +388.2% | +31.7% | +356.5% | +337.7% |
| 1Y | +467.0% | +7.0% | +460.0% | +433.5% |
| 3Y | +36.1% | +11.8% | +24.3% | +20.9% |
| 5Y | -68.0% | -69.0% | +1.1% | -66.5% |
| All | -38.7% | -57.1% | +18.3% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling