+194.7%
CSCO vs MRNA
+516.4%
-321.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | 0.0% | -10.1% | +10.1% | +0.3% |
| 30D | -10.7% | +126.7% | -137.5% | -15.0% |
| 3M | -8.7% | +184.1% | -192.9% | -14.6% |
| 6M | +44.9% | +143.3% | -98.4% | +36.7% |
| YTD | +44.1% | +359.9% | -315.7% | +30.7% |
| 1Y | +65.9% | +454.2% | -388.3% | +48.3% |
| 3Y | +109.0% | +26.0% | +83.0% | +98.3% |
| 5Y | +114.8% | -70.3% | +185.0% | +111.7% |
| All | +194.7% | +516.4% | -321.7% | +145.3% |
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