+313.0%
STM vs MRNA
+554.4%
-241.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.4% | -3.9% | +1.1% |
| 7D | -1.4% | -1.1% | -0.3% | -1.3% |
| 30D | -4.9% | +126.1% | -131.0% | -17.3% |
| 3M | -34.0% | +190.0% | -224.0% | -45.1% |
| 6M | +51.8% | +157.2% | -105.4% | +28.1% |
| YTD | +99.4% | +388.2% | -288.8% | +52.0% |
| 1Y | +99.1% | +467.0% | -368.0% | +47.5% |
| 3Y | +19.5% | +36.1% | -16.6% | +2.4% |
| 5Y | +19.5% | -68.0% | +87.5% | +10.5% |
| All | +313.0% | +554.4% | -241.5% | +239.1% |
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