+96.1%
STM vs MRNA
+455.8%
-359.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | -1.1% | -8.2% | +7.2% | -1.0% |
| 30D | -7.8% | +125.6% | -133.4% | -10.0% |
| 3M | -28.2% | +197.1% | -225.3% | -35.1% |
| 6M | +52.0% | +148.5% | -96.5% | +41.9% |
| YTD | +96.4% | +363.3% | -266.9% | +56.8% |
| All | +96.1% | +455.8% | -359.7% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling