+150.6%
SO vs MRNA
+554.4%
-403.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.0% | -0.7% |
| 7D | -1.1% | -1.1% | 0.0% | -1.1% |
| 30D | -5.0% | +126.1% | -131.1% | -6.5% |
| 3M | -5.8% | +190.0% | -195.8% | -7.7% |
| 6M | -7.9% | +157.2% | -165.2% | -9.7% |
| YTD | +2.4% | +388.2% | -385.8% | -0.9% |
| 1Y | -2.3% | +467.0% | -469.3% | -5.9% |
| 3Y | +41.9% | +36.1% | +5.8% | +39.5% |
| 5Y | +58.1% | -68.0% | +126.0% | +58.9% |
| All | +150.6% | +554.4% | -403.8% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling