-11.1%
SMR vs MRNA
+154.4%
-165.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -3.1% |
| 7D | +13.1% | -10.1% | +23.2% | +13.9% |
| 30D | +17.8% | +126.7% | -109.0% | +3.6% |
| 3M | +8.1% | +184.1% | -176.0% | -18.5% |
| 6M | -11.1% | +143.3% | -154.4% | -23.9% |
| All | -11.1% | +154.4% | -165.5% | -23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling