+682.5%
MRNA vs SNAP
-8.5%
+691.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.4% |
| 7D | +5.5% | +0.7% | +4.7% | +5.2% |
| 30D | +158.7% | +2.6% | +156.1% | +157.8% |
| 3M | +182.1% | -9.9% | +192.0% | +186.2% |
| 6M | +151.8% | +1.9% | +150.0% | +147.9% |
| YTD | +393.6% | -32.2% | +425.8% | +422.7% |
| 1Y | +499.5% | -22.8% | +522.3% | +518.7% |
| 3Y | +29.3% | -47.6% | +76.9% | +35.8% |
| 5Y | -65.1% | -92.7% | +27.6% | -55.3% |
| All | +682.5% | -8.5% | +691.1% | +584.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling