+113.4%
CSCO vs MRNA
-70.5%
+183.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -1.8% |
| 7D | -1.1% | -8.2% | +7.2% | -0.9% |
| 30D | -10.8% | +125.6% | -136.3% | -14.7% |
| 3M | -9.2% | +197.1% | -206.3% | -15.6% |
| 6M | +39.5% | +148.5% | -108.9% | +31.3% |
| YTD | +41.5% | +363.3% | -321.8% | +26.2% |
| 1Y | +61.0% | +462.0% | -401.0% | +40.7% |
| 3Y | +105.2% | +26.9% | +78.3% | +95.5% |
| 5Y | +113.4% | -69.6% | +183.0% | +112.0% |
| All | +113.4% | -70.5% | +183.9% | +112.0% |
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