+132.7%
F vs MRNA
+521.0%
-388.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.2% |
| 7D | -3.7% | -8.2% | +4.6% | -3.3% |
| 30D | -0.7% | +125.6% | -126.3% | -8.2% |
| 3M | -1.9% | +197.1% | -199.0% | -11.5% |
| 6M | +16.1% | +148.5% | -132.4% | +5.8% |
| YTD | +9.5% | +363.3% | -353.8% | -5.0% |
| 1Y | +27.2% | +462.0% | -434.8% | +8.6% |
| 3Y | +36.3% | +26.9% | +9.4% | +24.8% |
| 5Y | +49.3% | -69.6% | +118.9% | +36.6% |
| All | +132.7% | +521.0% | -388.3% | +100.2% |
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