-14.4%
SMR vs MRNA
-5.6%
-8.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +5.4% | -21.1% | -16.4% |
| 7D | -11.2% | -1.1% | -10.2% | -11.3% |
| 30D | -10.2% | +126.1% | -136.3% | -27.5% |
| 3M | -10.0% | +190.0% | -200.1% | -32.7% |
| 6M | -30.5% | +157.2% | -187.7% | -46.4% |
| YTD | -39.2% | +388.2% | -427.4% | -60.7% |
| 1Y | -75.5% | +467.0% | -542.6% | -84.9% |
| 3Y | +45.4% | +36.1% | +9.4% | +14.1% |
| All | -14.4% | -5.6% | -8.8% | -31.9% |
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 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