-32.6%
AAL vs MRNA
-67.9%
+35.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.4% | -4.1% | +0.9% |
| 7D | -0.9% | -1.1% | +0.2% | -0.9% |
| 30D | -12.9% | +126.1% | -139.0% | -22.2% |
| 3M | -11.2% | +190.0% | -201.2% | -24.8% |
| 6M | +17.8% | +157.2% | -139.4% | +1.4% |
| YTD | -15.1% | +388.2% | -403.3% | -35.5% |
| 1Y | +0.5% | +467.0% | -466.6% | -26.4% |
| 3Y | -7.7% | +36.1% | -43.7% | -19.8% |
| All | -32.6% | -67.9% | +35.2% | -45.6% |
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