+674.0%
MRNA vs SFM
+190.9%
+483.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.3% |
| 7D | -1.1% | -10.6% | +9.5% | +0.4% |
| 30D | +126.1% | -15.5% | +141.6% | +131.0% |
| 3M | +190.0% | -17.4% | +207.5% | +196.5% |
| 6M | +157.2% | -3.4% | +160.7% | +157.0% |
| YTD | +388.2% | -8.7% | +396.9% | +389.2% |
| 1Y | +467.0% | -47.2% | +514.2% | +516.9% |
| 3Y | +36.1% | +82.7% | -46.6% | +8.2% |
| 5Y | -68.0% | +214.3% | -282.3% | -78.2% |
| All | +674.0% | +190.9% | +483.1% | +487.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling