+421.5%
CARR vs MRNA
+339.2%
+82.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -3.9% | +1.2% |
| 7D | -3.8% | -1.1% | -2.7% | -3.7% |
| 30D | -8.9% | +126.1% | -135.0% | -16.2% |
| 3M | -17.3% | +190.0% | -207.3% | -26.4% |
| 6M | -1.4% | +157.2% | -158.6% | -11.4% |
| YTD | +10.0% | +388.2% | -378.2% | -8.0% |
| 1Y | -6.4% | +467.0% | -473.4% | -23.4% |
| 3Y | +1.5% | +36.1% | -34.5% | -8.0% |
| 5Y | +9.3% | -68.0% | +77.3% | +3.9% |
| All | +421.5% | +339.2% | +82.3% | +295.0% |
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