+180.9%
EMR vs MRNA
+521.0%
-340.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.3% |
| 7D | -1.2% | -8.2% | +7.0% | -1.0% |
| 30D | -9.4% | +125.6% | -135.0% | -14.2% |
| 3M | +8.6% | +197.1% | -188.5% | +1.0% |
| 6M | +6.7% | +148.5% | -141.8% | +0.1% |
| YTD | +13.1% | +363.3% | -350.2% | +2.5% |
| 1Y | +12.7% | +462.0% | -449.3% | +1.0% |
| 3Y | +58.1% | +26.9% | +31.1% | +47.3% |
| 5Y | +63.6% | -69.6% | +133.2% | +53.3% |
| All | +180.9% | +521.0% | -340.1% | +149.6% |
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