+83.8%
SPYM vs MRNA
-67.9%
+151.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.5% | +0.6% |
| 7D | -0.8% | -1.1% | +0.3% | -0.7% |
| 30D | -1.1% | +126.1% | -127.2% | -7.0% |
| 3M | +3.9% | +190.0% | -186.1% | -5.1% |
| 6M | +13.6% | +157.2% | -143.6% | +4.6% |
| YTD | +12.7% | +388.2% | -375.5% | -2.9% |
| 1Y | +17.6% | +467.0% | -449.4% | -0.8% |
| 3Y | +77.2% | +36.1% | +41.2% | +64.9% |
| All | +83.8% | -67.9% | +151.6% | +76.0% |
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