+674.0%
MRNA vs SNAP
-5.0%
+679.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.5% | +4.8% |
| 7D | -1.1% | +3.8% | -4.9% | -1.8% |
| 30D | +126.1% | +9.2% | +116.9% | +122.7% |
| 3M | +190.0% | +6.6% | +183.5% | +184.8% |
| 6M | +157.2% | +16.9% | +140.4% | +146.7% |
| YTD | +388.2% | -29.6% | +417.8% | +413.3% |
| 1Y | +467.0% | -22.1% | +489.1% | +483.8% |
| 3Y | +36.1% | -39.8% | +75.9% | +39.6% |
| 5Y | -68.0% | -92.4% | +24.4% | -59.4% |
| All | +674.0% | -5.0% | +679.0% | +572.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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