+987.9%
MRNA vs SITM
+47.5%
+940.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -9.4% | +22.5% | +12.4% |
| 7D | +20.6% | -19.5% | +40.2% | +19.1% |
| 30D | +27.1% | -43.2% | +70.4% | +21.2% |
| 3M | +353.4% | -30.8% | +384.2% | +326.6% |
| 6M | +446.3% | -28.6% | +474.8% | +400.9% |
| YTD | +776.2% | +14.2% | +762.0% | +618.3% |
| 1Y | +987.9% | +44.4% | +943.5% | +734.1% |
| All | +987.9% | +47.5% | +940.4% | +734.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling