+467.0%
MRNA vs SAN
+51.4%
+415.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.3% | +3.1% | +4.4% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | +126.1% | +0.9% | +125.2% | +125.6% |
| 3M | +190.0% | +19.1% | +170.9% | +165.3% |
| 6M | +157.2% | +33.2% | +124.0% | +122.6% |
| YTD | +388.2% | +29.1% | +359.1% | +322.8% |
| 1Y | +467.0% | +50.2% | +416.8% | +387.3% |
| All | +467.0% | +51.4% | +415.6% | +387.3% |
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