+682.5%
MRNA vs STLD
+751.9%
-69.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.2% |
| 7D | +5.5% | +3.1% | +2.3% | +5.4% |
| 30D | +158.7% | -9.0% | +167.7% | +160.2% |
| 3M | +182.1% | -12.4% | +194.5% | +184.6% |
| 6M | +151.8% | +25.5% | +126.3% | +144.1% |
| YTD | +393.6% | +43.6% | +349.9% | +371.5% |
| 1Y | +499.5% | +87.2% | +412.3% | +458.2% |
| 3Y | +29.3% | +135.2% | -105.9% | +19.4% |
| 5Y | -65.1% | +290.9% | -355.9% | -67.0% |
| All | +682.5% | +751.9% | -69.3% | +762.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling