-69.6%
MRNA vs SIMO
+287.2%
-356.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.4% |
| 7D | -8.2% | +12.5% | -20.8% | -9.9% |
| 30D | +125.6% | +18.4% | +107.1% | +116.9% |
| 3M | +197.1% | +5.6% | +191.5% | +185.6% |
| 6M | +148.5% | +116.9% | +31.6% | +95.3% |
| YTD | +363.3% | +188.4% | +174.9% | +233.1% |
| 1Y | +462.0% | +221.3% | +240.7% | +291.6% |
| 3Y | +26.9% | +438.6% | -411.6% | -22.8% |
| 5Y | -69.6% | +287.9% | -357.5% | -81.5% |
| All | -69.6% | +287.2% | -356.8% | -81.5% |
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