+16.9%
EFA vs MRNA
+945.0%
-928.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +13.1% | -10.5% | +2.4% |
| 7D | +2.0% | +20.6% | -18.7% | +1.7% |
| 30D | +1.6% | +27.1% | -25.5% | +1.2% |
| 3M | -1.5% | +353.4% | -354.9% | -4.9% |
| 6M | +6.6% | +446.3% | -439.6% | +0.5% |
| YTD | +11.8% | +776.2% | -764.3% | +2.7% |
| 1Y | +16.9% | +987.9% | -971.1% | +3.5% |
| All | +16.9% | +945.0% | -928.2% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling