+3,616.8%
CLS vs MRNA
-70.5%
+3,687.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.6% |
| 7D | +5.0% | -8.2% | +13.2% | +5.4% |
| 30D | +4.8% | +125.6% | -120.8% | -5.1% |
| 3M | -10.4% | +197.1% | -207.5% | -23.1% |
| 6M | +20.8% | +148.5% | -127.7% | +6.2% |
| YTD | +10.0% | +363.3% | -353.3% | -13.5% |
| 1Y | +28.5% | +462.0% | -433.5% | -2.4% |
| 3Y | +1,292.2% | +26.9% | +1,265.3% | +1,133.0% |
| 5Y | +3,616.8% | -69.6% | +3,686.4% | +3,459.4% |
| All | +3,616.8% | -70.5% | +3,687.3% | +3,459.4% |
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