+99.6%
DE vs MRNA
-67.9%
+167.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.5% |
| 7D | -2.6% | -1.1% | -1.5% | -2.5% |
| 30D | +9.0% | +126.1% | -117.1% | +3.9% |
| 3M | +19.1% | +190.0% | -170.9% | +10.5% |
| 6M | +14.4% | +157.2% | -142.8% | +6.9% |
| YTD | +45.9% | +388.2% | -342.3% | +28.9% |
| 1Y | +43.6% | +467.0% | -423.4% | +24.6% |
| 3Y | +75.9% | +36.1% | +39.8% | +64.6% |
| All | +99.6% | -67.9% | +167.5% | +78.1% |
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