+499.5%
MRNA vs SITM
+174.8%
+324.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.8% | -1.6% |
| 7D | +5.5% | +9.7% | -4.2% | +6.5% |
| 30D | +158.7% | +12.7% | +146.0% | +149.4% |
| 3M | +182.1% | -13.4% | +195.6% | +178.2% |
| 6M | +151.8% | +59.6% | +92.2% | +120.6% |
| YTD | +393.6% | +73.3% | +320.3% | +319.5% |
| 1Y | +499.5% | +165.5% | +333.9% | +386.8% |
| All | +499.5% | +174.8% | +324.7% | +386.8% |
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