+174.3%
SPGI vs MRNA
+554.4%
-380.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -0.1% |
| 7D | -7.4% | -1.1% | -6.3% | -7.4% |
| 30D | +0.4% | +126.1% | -125.7% | -5.4% |
| 3M | +5.3% | +190.0% | -184.8% | -2.4% |
| 6M | +1.7% | +157.2% | -155.6% | -5.3% |
| YTD | -16.4% | +388.2% | -404.6% | -25.0% |
| 1Y | -20.5% | +467.0% | -487.5% | -29.5% |
| 3Y | +14.2% | +36.1% | -21.9% | +6.7% |
| 5Y | +0.6% | -68.0% | +68.6% | -3.4% |
| All | +174.3% | +554.4% | -380.1% | +149.5% |
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