+674.0%
MRNA vs SPG
+63.9%
+610.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -1.1% | -1.2% | +0.1% | -1.0% |
| 30D | +126.1% | -6.1% | +132.3% | +127.2% |
| 3M | +190.0% | -3.6% | +193.7% | +191.0% |
| 6M | +157.2% | +10.4% | +146.8% | +156.4% |
| YTD | +388.2% | +14.4% | +373.8% | +385.9% |
| 1Y | +467.0% | +16.5% | +450.5% | +464.0% |
| 3Y | +36.1% | +106.8% | -70.7% | +35.1% |
| 5Y | -68.0% | +108.9% | -176.9% | -68.4% |
| All | +674.0% | +63.9% | +610.1% | +1,226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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