+316.6%
STM vs MRNA
+537.9%
-221.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.2% |
| 7D | +5.2% | -9.0% | +14.2% | +5.9% |
| 30D | -7.4% | +137.2% | -144.5% | -20.1% |
| 3M | -30.6% | +194.8% | -225.4% | -42.6% |
| 6M | +66.4% | +167.2% | -100.8% | +39.4% |
| YTD | +101.1% | +375.9% | -274.7% | +53.6% |
| 1Y | +97.4% | +465.2% | -367.8% | +46.1% |
| 3Y | +21.1% | +30.4% | -9.2% | +4.3% |
| 5Y | +22.5% | -66.8% | +89.3% | +13.1% |
| All | +316.6% | +537.9% | -221.2% | +242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling