+14.1%
AGG vs MRNA
+554.4%
-540.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.1% |
| 7D | -1.1% | -1.1% | 0.0% | -1.0% |
| 30D | -1.1% | +126.1% | -127.3% | -2.1% |
| 3M | -1.9% | +190.0% | -192.0% | -3.2% |
| 6M | -1.7% | +157.2% | -158.9% | -2.9% |
| YTD | -1.3% | +388.2% | -389.5% | -3.1% |
| 1Y | -0.7% | +467.0% | -467.8% | -2.7% |
| 3Y | +12.5% | +36.1% | -23.6% | +11.3% |
| 5Y | -2.5% | -68.0% | +65.5% | -3.3% |
| All | +14.1% | +554.4% | -540.3% | +13.5% |
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