+44.9%
CSCO vs MRNA
+154.4%
-109.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | 0.0% | -10.1% | +10.1% | -0.1% |
| 30D | -10.7% | +126.7% | -137.5% | -10.1% |
| 3M | -8.7% | +184.1% | -192.9% | -12.3% |
| 6M | +44.9% | +143.3% | -98.4% | +44.9% |
| All | +44.9% | +154.4% | -109.5% | +44.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling