+45.4%
SMR vs MRNA
+34.8%
+10.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +5.4% | -21.1% | -16.3% |
| 7D | -11.2% | -1.1% | -10.2% | -11.3% |
| 30D | -10.2% | +126.1% | -136.3% | -27.4% |
| 3M | -10.0% | +190.0% | -200.1% | -34.0% |
| 6M | -30.5% | +157.2% | -187.7% | -47.0% |
| YTD | -39.2% | +388.2% | -427.4% | -63.1% |
| 1Y | -75.5% | +467.0% | -542.6% | -86.0% |
| 3Y | +45.4% | +36.1% | +9.4% | +12.1% |
| All | +45.4% | +34.8% | +10.6% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling