+73.1%
BAC vs MRNA
-67.9%
+140.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.2% | 0.0% |
| 7D | 0.0% | -1.1% | +1.1% | 0.0% |
| 30D | -2.8% | +126.1% | -128.9% | -7.6% |
| 3M | +14.2% | +190.0% | -175.8% | +5.6% |
| 6M | +30.5% | +157.2% | -126.7% | +21.7% |
| YTD | +15.8% | +388.2% | -372.4% | +0.7% |
| 1Y | +26.2% | +467.0% | -440.9% | +7.5% |
| 3Y | +136.5% | +36.1% | +100.4% | +122.4% |
| All | +73.1% | -67.9% | +140.9% | +63.8% |
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 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