+145.1%
F vs MRNA
+561.6%
-416.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.6% |
| 7D | +5.3% | +5.5% | -0.1% | +5.0% |
| 30D | +4.6% | +158.7% | -154.1% | -4.1% |
| 3M | -3.7% | +182.1% | -185.8% | -12.6% |
| 6M | +16.8% | +151.8% | -135.0% | +6.5% |
| YTD | +15.3% | +393.6% | -378.3% | -0.2% |
| 1Y | +31.0% | +499.5% | -468.5% | +11.4% |
| 3Y | +45.4% | +29.3% | +16.1% | +33.0% |
| 5Y | +54.7% | -65.1% | +119.7% | +41.2% |
| All | +145.1% | +561.6% | -416.4% | +110.2% |
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 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