+499.5%
MRNA vs SHAK
-34.0%
+533.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | +5.5% | -0.7% | +6.2% | +5.7% |
| 30D | +158.7% | -6.6% | +165.4% | +164.7% |
| 3M | +182.1% | +30.1% | +152.1% | +171.6% |
| 6M | +151.8% | -28.7% | +180.6% | +165.4% |
| YTD | +393.6% | -14.5% | +408.1% | +386.1% |
| 1Y | +499.5% | -31.9% | +531.3% | +557.7% |
| All | +499.5% | -34.0% | +533.5% | +557.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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