+148.5%
MRNA vs SITM
+68.9%
+79.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +1.3% |
| 7D | -8.2% | +4.8% | -13.1% | -7.0% |
| 30D | +125.6% | -9.7% | +135.3% | +120.7% |
| 3M | +197.1% | -9.3% | +206.4% | +184.4% |
| 6M | +148.5% | +69.5% | +79.0% | +96.3% |
| All | +148.5% | +68.9% | +79.5% | +96.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling