+122.8%
EFA vs MRNA
+554.4%
-431.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.8% |
| 7D | -1.5% | -1.1% | -0.4% | -1.5% |
| 30D | -1.7% | +126.1% | -127.8% | -6.6% |
| 3M | +3.5% | +190.0% | -186.5% | -3.3% |
| 6M | +9.5% | +157.2% | -147.8% | +2.8% |
| YTD | +12.9% | +388.2% | -375.3% | +2.3% |
| 1Y | +18.2% | +467.0% | -448.8% | +6.0% |
| 3Y | +64.8% | +36.1% | +28.8% | +55.0% |
| 5Y | +53.9% | -68.0% | +121.9% | +47.3% |
| All | +122.8% | +554.4% | -431.6% | +101.6% |
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