+1,100.9%
MRNA vs STLD
+709.3%
+391.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.4% |
| 7D | -12.1% | +2.9% | -15.1% | -12.2% |
| 30D | -1.3% | -5.6% | +4.3% | -1.2% |
| 3M | +250.9% | -11.7% | +262.7% | +252.7% |
| 6M | +343.0% | -2.8% | +345.8% | +339.8% |
| YTD | +657.4% | +36.4% | +621.0% | +624.4% |
| 1Y | +794.9% | +50.0% | +744.9% | +748.1% |
| 3Y | +218.1% | +122.3% | +95.8% | +194.3% |
| 5Y | -3.4% | +273.2% | -276.6% | -8.5% |
| All | +1,100.9% | +709.3% | +391.6% | +1,225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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