+924.9%
MRNA vs SARO
-6.5%
+931.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.6% | -5.0% | -6.2% |
| 7D | +8.4% | +6.3% | +2.0% | +7.1% |
| 30D | +28.8% | +20.8% | +8.0% | +23.5% |
| 3M | +329.2% | -18.4% | +347.6% | +366.2% |
| 6M | +416.9% | +0.8% | +416.1% | +401.3% |
| YTD | +718.8% | -11.8% | +730.6% | +737.7% |
| 1Y | +924.9% | -7.3% | +932.2% | +912.3% |
| All | +924.9% | -6.5% | +931.4% | +912.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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