+218.1%
MRNA vs SNAP
-53.6%
+271.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.7% |
| 7D | -12.1% | +6.0% | -18.2% | -13.7% |
| 30D | -1.3% | -13.8% | +12.5% | +3.1% |
| 3M | +250.9% | -0.8% | +251.7% | +251.0% |
| 6M | +343.0% | -6.2% | +349.3% | +344.4% |
| YTD | +657.4% | -34.8% | +692.3% | +723.9% |
| 1Y | +794.9% | -38.7% | +833.6% | +888.2% |
| 3Y | +218.1% | -53.5% | +271.6% | +214.0% |
| All | +218.1% | -53.6% | +271.7% | +214.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling