-21.4%
BABA vs MRNA
+561.6%
-583.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | -4.8% | +5.5% | -10.2% | -5.1% |
| 30D | -11.9% | +158.7% | -170.6% | -20.6% |
| 3M | -9.3% | +182.1% | -191.4% | -19.5% |
| 6M | -14.2% | +151.8% | -166.1% | -23.3% |
| YTD | -22.0% | +393.6% | -415.6% | -35.2% |
| 1Y | -12.7% | +499.5% | -512.2% | -29.3% |
| 3Y | +26.7% | +29.3% | -2.7% | +15.1% |
| 5Y | -29.3% | -65.1% | +35.7% | -33.5% |
| All | -21.4% | +561.6% | -583.0% | -35.8% |
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