+499.5%
MRNA vs SCHG
+16.6%
+482.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -0.9% |
| 7D | +5.5% | -0.7% | +6.2% | +6.4% |
| 30D | +158.7% | +0.2% | +158.5% | +159.5% |
| 3M | +182.1% | +2.2% | +179.9% | +176.5% |
| 6M | +151.8% | +15.0% | +136.8% | +116.1% |
| YTD | +393.6% | +9.2% | +384.4% | +339.0% |
| 1Y | +499.5% | +15.7% | +483.7% | +359.3% |
| All | +499.5% | +16.6% | +482.8% | +359.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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