+65.5%
CSX vs MRNA
-67.6%
+133.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.7% |
| 7D | +0.6% | -9.0% | +9.7% | +0.9% |
| 30D | -2.3% | +137.2% | -139.4% | -7.2% |
| 3M | +4.3% | +194.8% | -190.5% | -2.9% |
| 6M | +23.4% | +167.2% | -143.8% | +15.3% |
| YTD | +36.4% | +375.9% | -339.5% | +21.7% |
| 1Y | +53.0% | +465.2% | -412.1% | +34.2% |
| 3Y | +70.6% | +30.4% | +40.3% | +60.3% |
| 5Y | +65.5% | -66.8% | +132.3% | +51.6% |
| All | +65.5% | -67.6% | +133.1% | +51.6% |
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