-4.6%
STM vs MRNA
-3.2%
-1.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.9% |
| 7D | +12.0% | -12.1% | +24.1% | +13.2% |
| 30D | -0.4% | -1.3% | +0.9% | -0.4% |
| 3M | -13.2% | +250.9% | -264.1% | -28.4% |
| 6M | -26.1% | +343.0% | -369.1% | -43.3% |
| YTD | +81.2% | +657.4% | -576.3% | +19.4% |
| 1Y | +98.3% | +794.9% | -696.6% | +24.7% |
| 3Y | +16.7% | +218.1% | -201.4% | -14.1% |
| All | -4.6% | -3.2% | -1.3% | -20.3% |
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