-65.7%
MRNA vs SITM
+187.3%
-253.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.5% | -0.2% | +4.4% |
| 7D | -1.1% | +3.9% | -4.9% | -1.7% |
| 30D | +126.1% | -6.6% | +132.7% | +126.4% |
| 3M | +190.0% | -11.9% | +201.9% | +187.2% |
| 6M | +157.2% | +81.1% | +76.1% | +109.3% |
| YTD | +388.2% | +80.0% | +308.2% | +291.3% |
| 1Y | +467.0% | +145.8% | +321.2% | +313.2% |
| 3Y | +36.1% | +475.9% | -439.8% | -27.7% |
| All | -65.7% | +187.3% | -253.0% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling