+674.0%
MRNA vs STT
+276.2%
+397.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.2% |
| 7D | -1.1% | -0.4% | -0.6% | -1.0% |
| 30D | +126.1% | +1.7% | +124.4% | +125.0% |
| 3M | +190.0% | +17.9% | +172.1% | +180.7% |
| 6M | +157.2% | +55.3% | +101.9% | +136.7% |
| YTD | +388.2% | +52.7% | +335.5% | +350.3% |
| 1Y | +467.0% | +75.7% | +391.4% | +411.1% |
| 3Y | +36.1% | +197.9% | -161.8% | +14.6% |
| 5Y | -68.0% | +158.8% | -226.7% | -73.4% |
| All | +674.0% | +276.2% | +397.9% | +539.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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