+19.6%
STM vs MRNA
-70.7%
+90.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.5% |
| 7D | +1.7% | -10.1% | +11.7% | +2.5% |
| 30D | -5.2% | +126.7% | -131.9% | -19.4% |
| 3M | -29.6% | +184.1% | -213.7% | -44.1% |
| 6M | +54.4% | +143.3% | -88.9% | +26.4% |
| YTD | +99.5% | +359.9% | -260.3% | +38.7% |
| 1Y | +100.8% | +454.2% | -353.4% | +31.9% |
| 3Y | +20.2% | +26.0% | -5.8% | +2.0% |
| All | +19.6% | -70.7% | +90.3% | +16.3% |
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