+69.3%
EXC vs MRNA
+554.4%
-485.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -0.6% |
| 7D | -1.1% | -1.1% | 0.0% | -1.1% |
| 30D | -3.6% | +126.1% | -129.8% | -4.7% |
| 3M | -4.3% | +190.0% | -194.3% | -5.7% |
| 6M | -9.9% | +157.2% | -167.2% | -11.2% |
| YTD | +1.8% | +388.2% | -386.4% | -0.8% |
| 1Y | +2.9% | +467.0% | -464.2% | 0.0% |
| 3Y | +19.1% | +36.1% | -17.0% | +18.2% |
| 5Y | +44.8% | -68.0% | +112.8% | +45.8% |
| All | +69.3% | +554.4% | -485.1% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling