+216.3%
SPGI vs MRNA
+915.3%
-699.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.2% |
| 7D | +1.2% | -12.1% | +13.4% | +1.7% |
| 30D | +15.9% | -1.3% | +17.2% | +15.8% |
| 3M | +12.3% | +250.9% | -238.6% | +3.9% |
| 6M | +23.7% | +343.0% | -319.3% | +12.6% |
| YTD | -3.5% | +657.4% | -661.0% | -15.1% |
| 1Y | +0.4% | +794.9% | -794.5% | -12.5% |
| 3Y | +29.9% | +218.1% | -188.3% | +16.9% |
| 5Y | +15.2% | -3.4% | +18.6% | +7.4% |
| All | +216.3% | +915.3% | -699.0% | +182.5% |
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 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