+2,434.7%
FIX vs MRNA
+951.6%
+1,483.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.0% | +4.2% | -2.6% |
| 7D | +17.0% | -4.2% | +21.2% | +17.1% |
| 30D | -30.6% | +7.0% | -37.6% | -30.7% |
| 3M | -35.0% | +263.4% | -298.4% | -38.5% |
| 6M | -44.0% | +334.3% | -378.2% | -47.7% |
| YTD | +21.1% | +684.5% | -663.4% | +9.5% |
| 1Y | +16.3% | +766.2% | -749.9% | +4.5% |
| 3Y | +507.4% | +230.3% | +277.1% | +458.3% |
| 5Y | +1,052.1% | +0.1% | +1,052.0% | +971.2% |
| All | +2,434.7% | +951.6% | +1,483.1% | +2,293.5% |
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