-5.0%
MRNA vs SIMO
+170.3%
-175.3%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.6% | +2.1% | -2.6% |
| 7D | -12.1% | +4.1% | -16.2% | -12.6% |
| 30D | -1.3% | -24.0% | +22.7% | +2.4% |
| 3M | +250.9% | -31.8% | +282.7% | +264.0% |
| 6M | +343.0% | -36.9% | +379.9% | +354.9% |
| YTD | +657.4% | +84.8% | +572.6% | +479.6% |
| 1Y | +794.9% | +99.0% | +695.9% | +571.3% |
| 3Y | +218.1% | +217.9% | +0.2% | +109.6% |
| All | -5.0% | +170.3% | -175.3% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling