-99.9%
DFNS vs MRNA
+76.3%
-176.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.9% |
| 7D | +0.8% | -9.0% | +9.8% | +0.6% |
| 30D | -73.2% | +137.2% | -210.4% | -71.8% |
| 3M | -72.4% | +194.8% | -267.3% | -70.5% |
| 6M | -95.2% | +167.2% | -262.4% | -94.9% |
| YTD | -98.0% | +375.9% | -473.8% | -97.7% |
| 1Y | -98.3% | +465.2% | -563.4% | -98.0% |
| 3Y | -99.9% | +30.4% | -130.2% | -99.9% |
| 5Y | -99.9% | -66.8% | -33.0% | -99.8% |
| All | -99.9% | +76.3% | -176.1% | -99.8% |
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