+674.0%
MRNA vs SM
+113.2%
+560.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | -1.1% | +4.6% | -5.6% | -1.2% |
| 30D | +126.1% | +18.2% | +107.9% | +125.4% |
| 3M | +190.0% | +22.5% | +167.5% | +188.6% |
| 6M | +157.2% | +50.6% | +106.7% | +154.5% |
| YTD | +388.2% | +108.1% | +280.1% | +379.5% |
| 1Y | +467.0% | +46.0% | +421.0% | +460.5% |
| 3Y | +36.1% | +2.9% | +33.2% | +34.6% |
| 5Y | -68.0% | +112.6% | -180.6% | -67.7% |
| All | +674.0% | +113.2% | +560.8% | +917.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling