+136.1%
C vs MRNA
-70.5%
+206.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +0.3% | -8.2% | +8.5% | +0.6% |
| 30D | +2.0% | +125.6% | -123.5% | -4.1% |
| 3M | +4.4% | +197.1% | -192.7% | -5.4% |
| 6M | +28.3% | +148.5% | -120.1% | +18.3% |
| YTD | +20.5% | +363.3% | -342.8% | +2.7% |
| 1Y | +45.5% | +462.0% | -416.4% | +20.4% |
| 3Y | +274.0% | +26.9% | +247.1% | +248.9% |
| 5Y | +136.1% | -69.6% | +205.7% | +124.6% |
| All | +136.1% | -70.5% | +206.6% | +124.6% |
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