+127.9%
MRNA vs SARO
-22.5%
+150.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.7% | +5.0% |
| 7D | -1.1% | -3.1% | +2.0% | -0.4% |
| 30D | +126.1% | -12.2% | +138.3% | +132.7% |
| 3M | +190.0% | -7.4% | +197.4% | +193.8% |
| 6M | +157.2% | -15.3% | +172.5% | +166.2% |
| YTD | +388.2% | -16.2% | +404.4% | +406.9% |
| 1Y | +467.0% | -12.1% | +479.1% | +480.6% |
| All | +127.9% | -22.5% | +150.4% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling