+29.1%
MRNA vs SM
-0.7%
+29.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -8.2% | +2.1% | -10.4% | -8.7% |
| 30D | +125.6% | +18.1% | +107.4% | +118.1% |
| 3M | +197.1% | +17.0% | +180.1% | +185.6% |
| 6M | +148.5% | +55.4% | +93.1% | +119.3% |
| YTD | +363.3% | +108.6% | +254.7% | +275.6% |
| 1Y | +462.0% | +45.7% | +416.3% | +397.6% |
| All | +29.1% | -0.7% | +29.8% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling