+50.6%
CI vs MRNA
-70.5%
+121.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +1.0% |
| 7D | -1.3% | -8.2% | +6.9% | -1.3% |
| 30D | +3.1% | +125.6% | -122.4% | +3.1% |
| 3M | -4.5% | +197.1% | -201.6% | -4.7% |
| 6M | +8.3% | +148.5% | -140.2% | +8.1% |
| YTD | +3.8% | +363.3% | -359.5% | +3.5% |
| 1Y | -5.0% | +462.0% | -467.0% | -5.4% |
| 3Y | +5.8% | +26.9% | -21.2% | +6.9% |
| 5Y | +50.6% | -69.6% | +120.2% | +44.1% |
| All | +50.6% | -70.5% | +121.1% | +44.1% |
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