+674.0%
MRNA vs STZ
-26.7%
+700.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +5.7% |
| 7D | -1.1% | -4.5% | +3.4% | +0.1% |
| 30D | +126.1% | -8.6% | +134.7% | +131.5% |
| 3M | +190.0% | -13.8% | +203.8% | +199.7% |
| 6M | +157.2% | -17.2% | +174.4% | +167.3% |
| YTD | +388.2% | -9.4% | +397.6% | +392.5% |
| 1Y | +467.0% | -11.9% | +478.9% | +476.3% |
| 3Y | +36.1% | -49.6% | +85.7% | +55.1% |
| 5Y | -68.0% | -37.2% | -30.8% | -64.8% |
| All | +674.0% | -26.7% | +700.7% | +773.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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