+64.1%
DIA vs MRNA
-67.9%
+132.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.8% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | -2.0% | +126.1% | -128.2% | -6.8% |
| 3M | +3.6% | +190.0% | -186.4% | -3.7% |
| 6M | +11.5% | +157.2% | -145.7% | +4.3% |
| YTD | +10.4% | +388.2% | -377.8% | -2.1% |
| 1Y | +15.6% | +467.0% | -451.5% | +0.9% |
| 3Y | +58.9% | +36.1% | +22.8% | +49.0% |
| All | +64.1% | -67.9% | +132.0% | +55.3% |
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 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