-37.1%
DOW vs MRNA
-67.9%
+30.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.4% | -2.3% |
| 7D | -1.4% | -1.1% | -0.3% | -1.4% |
| 30D | -3.9% | +126.1% | -130.1% | -11.4% |
| 3M | -12.7% | +190.0% | -202.7% | -22.4% |
| 6M | -13.7% | +157.2% | -170.9% | -22.6% |
| YTD | +28.4% | +388.2% | -359.8% | +5.3% |
| 1Y | +21.8% | +467.0% | -445.3% | -2.7% |
| 3Y | -35.7% | +36.1% | -71.8% | -43.5% |
| All | -37.1% | -67.9% | +30.7% | -42.0% |
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