+75.5%
ASML vs MRNA
+9.1%
+66.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.3% | -0.3% | +4.6% |
| 7D | -9.0% | +14.6% | -23.7% | -9.9% |
| 30D | -21.0% | +29.4% | -50.3% | -22.5% |
| 3M | -16.3% | +371.9% | -388.2% | -31.6% |
| 6M | -7.5% | +421.0% | -428.5% | -27.0% |
| YTD | +34.0% | +762.0% | -728.0% | -5.7% |
| 1Y | +39.3% | +944.8% | -905.5% | -6.4% |
| 3Y | +128.9% | +252.7% | -123.8% | +76.9% |
| All | +75.5% | +9.1% | +66.4% | +57.9% |
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