-67.1%
SE vs MRNA
-67.9%
+0.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.4% | -6.7% | -2.0% |
| 7D | -5.2% | -1.1% | -4.1% | -5.1% |
| 30D | -17.1% | +126.1% | -143.2% | -33.0% |
| 3M | +24.0% | +190.0% | -166.0% | -7.9% |
| 6M | +21.0% | +157.2% | -136.3% | -7.7% |
| YTD | -16.7% | +388.2% | -404.9% | -48.4% |
| 1Y | -45.9% | +467.0% | -513.0% | -68.8% |
| 3Y | +177.8% | +36.1% | +141.7% | +126.7% |
| All | -67.1% | -67.9% | +0.7% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling