+629.1%
MRNA vs SFM
+192.3%
+436.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.6% | -2.8% |
| 7D | -10.1% | -7.2% | -2.9% | -9.2% |
| 30D | +126.7% | -14.3% | +141.1% | +131.2% |
| 3M | +184.1% | -13.7% | +197.8% | +188.9% |
| 6M | +143.3% | -6.0% | +149.3% | +143.9% |
| YTD | +359.9% | -8.2% | +368.1% | +360.5% |
| 1Y | +454.2% | -46.2% | +500.4% | +501.1% |
| 3Y | +26.0% | +83.6% | -57.6% | +0.1% |
| 5Y | -70.3% | +212.7% | -283.0% | -79.7% |
| All | +629.1% | +192.3% | +436.8% | +453.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling