+629.1%
MRNA vs SAN
+303.7%
+325.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | -10.1% | -0.5% | -9.6% | -10.0% |
| 30D | +126.7% | -0.1% | +126.8% | +126.6% |
| 3M | +184.1% | +19.6% | +164.5% | +174.6% |
| 6M | +143.3% | +32.7% | +110.6% | +130.6% |
| YTD | +359.9% | +26.7% | +333.2% | +339.3% |
| 1Y | +454.2% | +51.6% | +402.5% | +414.1% |
| 3Y | +26.0% | +348.7% | -322.8% | +1.6% |
| 5Y | -70.3% | +378.7% | -449.0% | -76.9% |
| All | +629.1% | +303.7% | +325.4% | +529.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling