+147.6%
DIA vs MRNA
+516.4%
-368.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | -0.7% |
| 7D | -1.2% | -10.1% | +8.8% | -1.0% |
| 30D | -2.7% | +126.7% | -129.4% | -6.6% |
| 3M | +3.3% | +184.1% | -180.8% | -2.1% |
| 6M | +10.4% | +143.3% | -132.9% | +5.2% |
| YTD | +10.0% | +359.9% | -349.9% | +1.8% |
| 1Y | +16.2% | +454.2% | -438.0% | +6.5% |
| 3Y | +58.7% | +26.0% | +32.8% | +51.0% |
| 5Y | +63.6% | -70.3% | +133.8% | +57.2% |
| All | +147.6% | +516.4% | -368.8% | +126.2% |
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