+142.8%
SAP vs MRNA
+561.6%
-418.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -2.9% | +5.5% | -8.4% | -3.1% |
| 30D | +9.0% | +158.7% | -149.7% | +1.7% |
| 3M | +14.9% | +182.1% | -167.2% | +6.4% |
| 6M | +11.9% | +151.8% | -139.9% | +4.0% |
| YTD | -9.9% | +393.6% | -403.5% | -20.0% |
| 1Y | -19.5% | +499.5% | -519.0% | -29.8% |
| 3Y | +61.8% | +29.3% | +32.5% | +51.6% |
| 5Y | +56.2% | -65.1% | +121.2% | +50.7% |
| All | +142.8% | +561.6% | -418.8% | +111.4% |
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