+36.1%
MRNA vs SHAK
-2.6%
+38.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.2% | +2.2% | +4.5% |
| 7D | -1.1% | -8.3% | +7.2% | +1.2% |
| 30D | +126.1% | -12.6% | +138.8% | +135.0% |
| 3M | +190.0% | +9.1% | +180.9% | +187.5% |
| 6M | +157.2% | -31.2% | +188.5% | +174.6% |
| YTD | +388.2% | -21.6% | +409.8% | +404.1% |
| 1Y | +467.0% | -38.8% | +505.8% | +516.4% |
| 3Y | +36.1% | +0.6% | +35.5% | +15.6% |
| All | +36.1% | -2.6% | +38.7% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling