+164.2%
SAP vs MRNA
+951.6%
-787.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | +0.2% |
| 7D | -3.9% | -4.2% | +0.3% | -3.8% |
| 30D | +6.5% | +7.0% | -0.5% | +6.1% |
| 3M | +14.7% | +263.4% | -248.7% | +5.6% |
| 6M | +39.9% | +334.3% | -294.4% | +27.1% |
| YTD | -2.0% | +684.5% | -686.5% | -14.7% |
| 1Y | -6.0% | +766.2% | -772.2% | -18.9% |
| 3Y | +67.7% | +230.3% | -162.6% | +49.9% |
| 5Y | +78.8% | +0.1% | +78.7% | +66.5% |
| All | +164.2% | +951.6% | -787.4% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling