+629.1%
MRNA vs SPG
+63.7%
+565.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -3.2% |
| 7D | -10.1% | -1.7% | -8.4% | -10.0% |
| 30D | +126.7% | -6.3% | +133.0% | +127.9% |
| 3M | +184.1% | -2.4% | +186.6% | +184.9% |
| 6M | +143.3% | +9.6% | +133.7% | +142.5% |
| YTD | +359.9% | +14.2% | +345.6% | +357.8% |
| 1Y | +454.2% | +19.3% | +434.9% | +450.8% |
| 3Y | +26.0% | +106.7% | -80.7% | +25.1% |
| 5Y | -70.3% | +104.2% | -174.5% | -70.8% |
| All | +629.1% | +63.7% | +565.4% | +1,149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling