+48.8%
CI vs MRNA
+537.9%
-489.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.8% |
| 7D | -2.0% | -9.0% | +7.0% | -2.0% |
| 30D | -1.8% | +137.2% | -139.0% | -1.3% |
| 3M | -4.2% | +194.8% | -199.0% | -3.6% |
| 6M | +2.7% | +167.2% | -164.5% | +3.3% |
| YTD | +1.9% | +375.9% | -373.9% | +2.8% |
| 1Y | -6.3% | +465.2% | -471.4% | -5.3% |
| 3Y | +3.9% | +30.4% | -26.5% | +4.7% |
| 5Y | +41.9% | -66.8% | +108.7% | +41.0% |
| All | +48.8% | +537.9% | -489.0% | +48.7% |
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