-9.5%
DASH vs MRNA
+31.2%
-40.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.2% |
| 7D | -4.5% | -12.1% | +7.6% | -3.2% |
| 30D | -6.8% | -1.3% | -5.5% | -6.9% |
| 3M | -20.7% | +250.9% | -271.6% | -38.5% |
| 6M | +15.1% | +343.0% | -328.0% | -16.8% |
| YTD | -24.3% | +657.4% | -681.7% | -53.0% |
| 1Y | -12.1% | +794.9% | -807.1% | -48.0% |
| 3Y | +91.1% | +218.1% | -127.1% | +27.7% |
| 5Y | -30.3% | -3.4% | -26.9% | -37.5% |
| All | -9.5% | +31.2% | -40.7% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling