+115.3%
SPOT vs MRNA
-67.9%
+183.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.4% |
| 7D | -3.1% | -1.1% | -2.0% | -3.0% |
| 30D | +7.4% | +126.1% | -118.7% | -4.2% |
| 3M | +8.2% | +190.0% | -181.8% | -7.5% |
| 6M | +2.2% | +157.2% | -155.0% | -11.6% |
| YTD | -9.5% | +388.2% | -397.7% | -30.1% |
| 1Y | -23.8% | +467.0% | -490.9% | -43.2% |
| 3Y | +233.5% | +36.1% | +197.4% | +201.2% |
| All | +115.3% | -67.9% | +183.1% | +116.4% |
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