+629.1%
MRNA vs SBAC
+20.0%
+609.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.1% |
| 7D | -10.1% | +0.2% | -10.3% | -10.1% |
| 30D | +126.7% | +3.9% | +122.9% | +124.6% |
| 3M | +184.1% | -8.2% | +192.3% | +189.6% |
| 6M | +143.3% | -2.8% | +146.1% | +141.7% |
| YTD | +359.9% | -1.5% | +361.4% | +354.0% |
| 1Y | +454.2% | 0.0% | +454.2% | +445.0% |
| 3Y | +26.0% | -8.4% | +34.4% | +25.0% |
| 5Y | -70.3% | -43.5% | -26.7% | -66.2% |
| All | +629.1% | +20.0% | +609.1% | +526.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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