+3,315.8%
CLS vs MRNA
+537.9%
+2,778.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.6% | +9.2% | +5.8% |
| 7D | +12.8% | -9.0% | +21.8% | +13.2% |
| 30D | +3.8% | +137.2% | -133.3% | -3.7% |
| 3M | -14.6% | +194.8% | -209.4% | -22.6% |
| 6M | +32.2% | +167.2% | -135.0% | +20.7% |
| YTD | +11.6% | +375.9% | -364.2% | -3.3% |
| 1Y | +35.1% | +465.2% | -430.1% | +15.3% |
| 3Y | +1,312.5% | +30.4% | +1,282.2% | +1,188.4% |
| 5Y | +3,542.1% | -66.8% | +3,608.9% | +3,261.8% |
| All | +3,315.8% | +537.9% | +2,778.0% | +2,844.3% |
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