+674.0%
MRNA vs SHAK
+28.2%
+645.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.2% | +2.2% | +4.9% |
| 7D | -1.1% | -8.3% | +7.2% | +0.3% |
| 30D | +126.1% | -12.6% | +138.8% | +131.4% |
| 3M | +190.0% | +9.1% | +180.9% | +187.6% |
| 6M | +157.2% | -31.2% | +188.5% | +168.2% |
| YTD | +388.2% | -21.6% | +409.8% | +399.4% |
| 1Y | +467.0% | -38.8% | +505.8% | +497.8% |
| 3Y | +36.1% | +0.6% | +35.5% | +33.5% |
| 5Y | -68.0% | -22.5% | -45.4% | -69.5% |
| All | +674.0% | +28.2% | +645.8% | +528.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling