+30.4%
MRNA vs STLD
+141.4%
-111.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.6% |
| 7D | -9.0% | +2.7% | -11.7% | -9.0% |
| 30D | +137.2% | -8.4% | +145.6% | +140.7% |
| 3M | +194.8% | -9.9% | +204.7% | +199.2% |
| 6M | +167.2% | +33.0% | +134.2% | +131.7% |
| YTD | +375.9% | +42.6% | +333.3% | +297.9% |
| 1Y | +465.2% | +80.8% | +384.4% | +326.9% |
| 3Y | +30.4% | +143.4% | -113.1% | -13.2% |
| All | +30.4% | +141.4% | -111.1% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling