+68.5%
COST vs MRNA
+34.8%
+33.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | +0.3% |
| 7D | -1.2% | -1.1% | -0.1% | -1.2% |
| 30D | -4.7% | +126.1% | -130.8% | -4.5% |
| 3M | -7.1% | +190.0% | -197.1% | -7.1% |
| 6M | -8.5% | +157.2% | -165.8% | -8.4% |
| YTD | +5.4% | +388.2% | -382.8% | +4.7% |
| 1Y | -5.6% | +467.0% | -472.7% | -6.6% |
| 3Y | +68.5% | +36.1% | +32.4% | +64.7% |
| All | +68.5% | +34.8% | +33.7% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling