-1.8%
DIS vs MRNA
+561.6%
-563.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.7% |
| 7D | -2.6% | +5.5% | -8.1% | -2.8% |
| 30D | +3.5% | +158.7% | -155.2% | -2.7% |
| 3M | +6.8% | +182.1% | -175.3% | -0.3% |
| 6M | +3.0% | +151.8% | -148.8% | -3.5% |
| YTD | -6.7% | +393.6% | -400.3% | -15.4% |
| 1Y | -10.1% | +499.5% | -509.5% | -19.4% |
| 3Y | +33.0% | +29.3% | +3.7% | +24.2% |
| 5Y | -40.0% | -65.1% | +25.1% | -44.4% |
| All | -1.8% | +561.6% | -563.4% | -6.4% |
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