-5.1%
SAP vs MRNA
+909.7%
-914.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +1.5% |
| 7D | +4.0% | +8.4% | -4.4% | +4.0% |
| 30D | +15.7% | +28.8% | -13.1% | +15.3% |
| 3M | +23.4% | +329.2% | -305.8% | +20.3% |
| 6M | +41.3% | +416.9% | -375.7% | +39.4% |
| YTD | +2.0% | +718.8% | -716.8% | -1.3% |
| 1Y | -5.1% | +924.9% | -930.0% | -11.2% |
| All | -5.1% | +909.7% | -914.8% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 1y: compounded portfolio wealth divided by compounded MRNA 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…
1y analysis · Full analysis span regression · 6 months rolling