+654.5%
MRNA vs STZ
-27.6%
+682.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.6% | +2.0% | -2.1% |
| 7D | -9.0% | -7.4% | -1.6% | -7.2% |
| 30D | +137.2% | -10.9% | +148.1% | +144.4% |
| 3M | +194.8% | -13.4% | +208.2% | +204.5% |
| 6M | +167.2% | -16.2% | +183.4% | +177.0% |
| YTD | +375.9% | -10.4% | +386.3% | +381.7% |
| 1Y | +465.2% | -14.8% | +479.9% | +479.5% |
| 3Y | +30.4% | -50.1% | +80.5% | +49.1% |
| 5Y | -66.8% | -38.8% | -28.0% | -63.4% |
| All | +654.5% | -27.6% | +682.0% | +754.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling