-69.6%
MRNA vs STZ
-37.5%
-32.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.1% | 0.0% |
| 7D | -8.2% | -4.1% | -4.1% | -6.7% |
| 30D | +125.6% | -7.6% | +133.1% | +132.8% |
| 3M | +197.1% | -12.3% | +209.4% | +209.9% |
| 6M | +148.5% | -16.3% | +164.8% | +161.8% |
| YTD | +363.3% | -8.4% | +371.6% | +363.5% |
| 1Y | +462.0% | -10.8% | +472.8% | +468.8% |
| 3Y | +26.9% | -49.0% | +75.9% | +56.1% |
| 5Y | -69.6% | -36.5% | -33.1% | -64.8% |
| All | -69.6% | -37.5% | -32.1% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling