+674.0%
MRNA vs SIRI
-42.5%
+716.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.4% | +5.2% |
| 7D | -1.1% | +0.6% | -1.6% | -1.2% |
| 30D | +126.1% | +2.5% | +123.6% | +124.9% |
| 3M | +190.0% | +6.6% | +183.4% | +186.2% |
| 6M | +157.2% | +32.9% | +124.3% | +142.0% |
| YTD | +388.2% | +50.5% | +337.7% | +346.0% |
| 1Y | +467.0% | +28.0% | +439.1% | +435.8% |
| 3Y | +36.1% | -22.4% | +58.5% | +36.6% |
| 5Y | -68.0% | -41.3% | -26.7% | -67.0% |
| All | +674.0% | -42.5% | +716.6% | +716.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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