+0.5%
SPGI vs MRNA
-70.5%
+71.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | -8.9% | -8.2% | -0.7% | -8.6% |
| 30D | +0.6% | +125.6% | -124.9% | -6.4% |
| 3M | +2.0% | +197.1% | -195.1% | -7.7% |
| 6M | +0.1% | +148.5% | -148.4% | -8.3% |
| YTD | -16.4% | +363.3% | -379.7% | -28.0% |
| 1Y | -18.9% | +462.0% | -480.9% | -31.7% |
| 3Y | +13.8% | +26.9% | -13.2% | +5.9% |
| 5Y | +0.5% | -69.6% | +70.1% | +0.6% |
| All | +0.5% | -70.5% | +71.0% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling