+674.0%
MRNA vs SIMO
+855.0%
-180.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.2% | -1.9% | +4.5% |
| 7D | -1.1% | +11.0% | -12.1% | -2.4% |
| 30D | +126.1% | +17.9% | +108.2% | +119.6% |
| 3M | +190.0% | +3.9% | +186.1% | +182.7% |
| 6M | +157.2% | +131.0% | +26.2% | +111.9% |
| YTD | +388.2% | +209.3% | +178.9% | +276.8% |
| 1Y | +467.0% | +223.8% | +243.3% | +333.1% |
| 3Y | +36.1% | +479.2% | -443.2% | -6.7% |
| 5Y | -68.0% | +316.0% | -384.0% | -77.5% |
| All | +674.0% | +855.0% | -180.9% | +439.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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