+209.2%
AMZN vs MRNA
+521.0%
-311.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -2.7% | -8.2% | +5.5% | -2.3% |
| 30D | -7.5% | +125.6% | -133.0% | -15.3% |
| 3M | +5.8% | +197.1% | -191.2% | -5.6% |
| 6M | +17.5% | +148.5% | -131.0% | +6.1% |
| YTD | +9.1% | +363.3% | -354.1% | -6.9% |
| 1Y | +9.4% | +462.0% | -452.6% | -8.7% |
| 3Y | +82.2% | +26.9% | +55.3% | +66.1% |
| 5Y | +45.2% | -69.6% | +114.8% | +37.7% |
| All | +209.2% | +521.0% | -311.8% | +146.5% |
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