+654.5%
MRNA vs STLA
-36.3%
+690.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -2.6% |
| 7D | -9.0% | +0.7% | -9.8% | -9.3% |
| 30D | +137.2% | -2.4% | +139.5% | +140.8% |
| 3M | +194.8% | -23.9% | +218.7% | +215.8% |
| 6M | +167.2% | -24.6% | +191.8% | +186.4% |
| YTD | +375.9% | -50.5% | +426.4% | +455.3% |
| 1Y | +465.2% | -39.8% | +505.0% | +523.4% |
| 3Y | +30.4% | -65.6% | +96.0% | +59.9% |
| 5Y | -66.8% | -62.1% | -4.7% | -61.6% |
| All | +654.5% | -36.3% | +690.7% | +863.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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