+674.0%
MRNA vs SCHG
+296.9%
+377.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +4.7% |
| 7D | -1.1% | -1.0% | 0.0% | -0.3% |
| 30D | +126.1% | -1.3% | +127.4% | +129.3% |
| 3M | +190.0% | +5.4% | +184.6% | +181.1% |
| 6M | +157.2% | +14.4% | +142.8% | +136.3% |
| YTD | +388.2% | +8.0% | +380.2% | +366.9% |
| 1Y | +467.0% | +12.7% | +454.3% | +426.5% |
| 3Y | +36.1% | +85.6% | -49.5% | -8.7% |
| 5Y | -68.0% | +85.5% | -153.5% | -79.2% |
| All | +674.0% | +296.9% | +377.1% | +263.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling