-17.2%
F vs MRNA
-3.2%
-14.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.3% |
| 7D | -3.1% | -12.1% | +9.0% | -2.3% |
| 30D | 0.0% | -1.3% | +1.3% | -0.2% |
| 3M | -13.2% | +250.9% | -264.1% | -25.3% |
| 6M | -10.2% | +343.0% | -353.2% | -26.2% |
| YTD | -4.9% | +657.4% | -662.4% | -29.4% |
| 1Y | -6.1% | +794.9% | -801.0% | -32.3% |
| 3Y | +46.0% | +218.1% | -172.2% | +16.0% |
| All | -17.2% | -3.2% | -14.0% | -29.1% |
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 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