+654.5%
MRNA vs STRL
+4,274.6%
-3,620.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.2% | -6.8% | -3.7% |
| 7D | -9.0% | +10.1% | -19.1% | -9.3% |
| 30D | +137.2% | -8.2% | +145.4% | +137.6% |
| 3M | +194.8% | -43.7% | +238.5% | +201.8% |
| 6M | +167.2% | +27.1% | +140.1% | +159.9% |
| YTD | +375.9% | +64.0% | +311.9% | +356.9% |
| 1Y | +465.2% | +75.2% | +390.0% | +440.1% |
| 3Y | +30.4% | +539.9% | -509.5% | +18.9% |
| 5Y | -66.8% | +2,133.0% | -2,199.8% | -69.7% |
| All | +654.5% | +4,274.6% | -3,620.1% | +610.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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