+29.1%
MRNA vs SAN
+342.3%
-313.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -8.2% | -2.8% | -5.4% | -7.0% |
| 30D | +125.6% | -0.5% | +126.1% | +125.8% |
| 3M | +197.1% | +22.7% | +174.3% | +168.2% |
| 6M | +148.5% | +28.8% | +119.7% | +118.5% |
| YTD | +363.3% | +26.3% | +337.0% | +308.1% |
| 1Y | +462.0% | +48.8% | +413.1% | +356.8% |
| All | +29.1% | +342.3% | -313.2% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling