-65.7%
MRNA vs SRE
+45.6%
-111.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.5% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | +126.1% | -3.0% | +129.1% | +125.5% |
| 3M | +190.0% | -8.3% | +198.3% | +194.3% |
| 6M | +157.2% | -8.9% | +166.1% | +161.0% |
| YTD | +388.2% | -4.3% | +392.5% | +385.7% |
| 1Y | +467.0% | +2.7% | +464.3% | +450.6% |
| 3Y | +36.1% | +28.7% | +7.4% | +16.7% |
| All | -65.7% | +45.6% | -111.3% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 5y: compounded portfolio wealth divided by compounded SRE 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…
5y analysis · Full analysis span regression · 6 months rolling