+48.5%
AMZN vs MRNA
-67.9%
+116.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.4% | +1.6% |
| 7D | -0.7% | -1.1% | +0.4% | -0.6% |
| 30D | -3.9% | +126.1% | -130.0% | -13.2% |
| 3M | +6.3% | +190.0% | -183.7% | -7.8% |
| 6M | +20.8% | +157.2% | -136.5% | +6.0% |
| YTD | +11.2% | +388.2% | -377.0% | -11.4% |
| 1Y | +11.7% | +467.0% | -455.4% | -13.8% |
| 3Y | +79.4% | +36.1% | +43.4% | +61.1% |
| All | +48.5% | -67.9% | +116.4% | +40.7% |
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 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