+232.6%
BLK vs MRNA
+554.4%
-321.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.8% | +1.4% |
| 7D | -3.3% | -1.1% | -2.2% | -3.3% |
| 30D | -6.5% | +126.1% | -132.6% | -13.2% |
| 3M | +6.7% | +190.0% | -183.3% | -3.2% |
| 6M | +14.7% | +157.2% | -142.5% | +4.8% |
| YTD | +2.5% | +388.2% | -385.7% | -11.2% |
| 1Y | -2.8% | +467.0% | -469.8% | -17.1% |
| 3Y | +65.9% | +36.1% | +29.8% | +52.0% |
| 5Y | +33.0% | -68.0% | +100.9% | +25.9% |
| All | +232.6% | +554.4% | -321.8% | +183.9% |
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 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