+113.5%
CSCO vs MRNA
+34.8%
+78.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.4% | -1.0% | +4.3% |
| 7D | +2.7% | -1.1% | +3.8% | +2.7% |
| 30D | -9.5% | +126.1% | -135.6% | -11.3% |
| 3M | -7.6% | +190.0% | -197.6% | -11.4% |
| 6M | +44.9% | +157.2% | -112.3% | +39.7% |
| YTD | +47.7% | +388.2% | -340.5% | +36.0% |
| 1Y | +69.1% | +467.0% | -398.0% | +53.5% |
| 3Y | +113.5% | +36.1% | +77.4% | +103.7% |
| All | +113.5% | +34.8% | +78.7% | +103.7% |
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