+499.5%
MRNA vs SAN
+58.9%
+440.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | +5.5% | +1.8% | +3.7% | +4.6% |
| 30D | +158.7% | +2.0% | +156.8% | +156.7% |
| 3M | +182.1% | +19.7% | +162.4% | +157.8% |
| 6M | +151.8% | +30.6% | +121.2% | +120.4% |
| YTD | +393.6% | +28.8% | +364.7% | +329.4% |
| 1Y | +499.5% | +57.8% | +441.7% | +444.0% |
| All | +499.5% | +58.9% | +440.5% | +444.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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 · 6 months rolling