+45.6%
EXC vs MRNA
-70.5%
+116.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.7% |
| 7D | -1.6% | -8.2% | +6.6% | -1.6% |
| 30D | -2.4% | +125.6% | -127.9% | -3.1% |
| 3M | -4.0% | +197.1% | -201.0% | -5.2% |
| 6M | -9.8% | +148.5% | -158.3% | -10.7% |
| YTD | +2.3% | +363.3% | -361.0% | 0.0% |
| 1Y | +3.8% | +462.0% | -458.2% | +1.1% |
| 3Y | +19.7% | +26.9% | -7.2% | +20.4% |
| 5Y | +45.6% | -69.6% | +115.2% | +46.7% |
| All | +45.6% | -70.5% | +116.1% | +46.7% |
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