+41.1%
CLS vs MRNA
+511.3%
-470.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.8% |
| 7D | +4.6% | +5.5% | -0.9% | +4.5% |
| 30D | -13.9% | +158.7% | -172.6% | -16.9% |
| 3M | -26.6% | +182.1% | -208.7% | -31.6% |
| 6M | +15.4% | +151.8% | -136.4% | +9.4% |
| YTD | +5.7% | +393.6% | -387.9% | -17.4% |
| 1Y | +41.1% | +499.5% | -458.3% | +5.7% |
| All | +41.1% | +511.3% | -470.2% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling