+2,668.3%
STX vs MRNA
+554.4%
+2,113.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.4% | -9.1% | -3.9% |
| 7D | -2.3% | -1.1% | -1.2% | -2.2% |
| 30D | -5.5% | +126.1% | -131.6% | -11.1% |
| 3M | -4.3% | +190.0% | -194.3% | -12.9% |
| 6M | +115.6% | +157.2% | -41.6% | +98.2% |
| YTD | +202.2% | +388.2% | -186.0% | +160.9% |
| 1Y | +325.3% | +467.0% | -141.7% | +261.2% |
| 3Y | +1,283.9% | +36.1% | +1,247.8% | +1,173.8% |
| 5Y | +1,048.3% | -68.0% | +1,116.3% | +1,003.9% |
| All | +2,668.3% | +554.4% | +2,113.9% | +2,281.2% |
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