+654.5%
MRNA vs SM
+111.3%
+543.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -3.7% |
| 7D | -9.0% | -0.2% | -8.9% | -9.0% |
| 30D | +137.2% | +31.5% | +105.6% | +135.9% |
| 3M | +194.8% | +17.3% | +177.5% | +193.6% |
| 6M | +167.2% | +48.5% | +118.7% | +164.5% |
| YTD | +375.9% | +106.3% | +269.6% | +367.5% |
| 1Y | +465.2% | +47.3% | +417.9% | +458.5% |
| 3Y | +30.4% | -1.4% | +31.8% | +28.9% |
| 5Y | -66.8% | +114.0% | -180.9% | -66.5% |
| All | +654.5% | +111.3% | +543.1% | +891.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling