+71.2%
EXC vs MRNA
+561.6%
-490.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -1.1% |
| 7D | +0.3% | +5.5% | -5.2% | +0.2% |
| 30D | -3.7% | +158.7% | -162.5% | -5.0% |
| 3M | -1.3% | +182.1% | -183.4% | -2.8% |
| 6M | -9.7% | +151.8% | -161.5% | -11.0% |
| YTD | +2.9% | +393.6% | -390.7% | +0.3% |
| 1Y | +4.4% | +499.5% | -495.1% | +1.4% |
| 3Y | +22.2% | +29.3% | -7.1% | +21.5% |
| 5Y | +46.7% | -65.1% | +111.8% | +47.5% |
| All | +71.2% | +561.6% | -490.4% | +66.1% |
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