-40.3%
MRNA vs S
-57.8%
+17.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.1% |
| 7D | -9.0% | -5.8% | -3.2% | -7.9% |
| 30D | +137.2% | -9.2% | +146.4% | +138.2% |
| 3M | +194.8% | +23.4% | +171.4% | +173.3% |
| 6M | +167.2% | +36.9% | +130.3% | +138.6% |
| YTD | +375.9% | +29.5% | +346.3% | +328.2% |
| 1Y | +465.2% | +5.4% | +459.7% | +433.4% |
| 3Y | +30.4% | +14.7% | +15.7% | +15.0% |
| 5Y | -66.8% | -71.5% | +4.7% | -65.3% |
| All | -40.3% | -57.8% | +17.5% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling