-60.9%
AAL vs MRNA
+537.9%
-598.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.5% |
| 7D | -0.3% | -9.0% | +8.7% | +0.1% |
| 30D | -19.0% | +137.2% | -156.2% | -25.0% |
| 3M | -5.1% | +194.8% | -199.9% | -13.9% |
| 6M | +15.5% | +167.2% | -151.7% | +5.4% |
| YTD | -15.8% | +375.9% | -391.6% | -26.7% |
| 1Y | -0.3% | +465.2% | -465.5% | -14.7% |
| 3Y | -7.7% | +30.4% | -38.0% | -16.1% |
| 5Y | -32.5% | -66.8% | +34.3% | -40.3% |
| All | -60.9% | +537.9% | -598.8% | -62.7% |
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