+682.5%
MRNA vs SIMO
+760.1%
-77.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.7% | -10.9% | -3.3% |
| 7D | +5.5% | +4.2% | +1.2% | +4.8% |
| 30D | +158.7% | +4.1% | +154.6% | +154.6% |
| 3M | +182.1% | -12.9% | +195.0% | +182.1% |
| 6M | +151.8% | +110.3% | +41.5% | +109.7% |
| YTD | +393.6% | +178.6% | +215.0% | +286.0% |
| 1Y | +499.5% | +220.0% | +279.5% | +356.2% |
| 3Y | +29.3% | +409.0% | -379.7% | -9.9% |
| 5Y | -65.1% | +277.3% | -342.4% | -75.2% |
| All | +682.5% | +760.1% | -77.5% | +453.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling