+2,382.8%
FIX vs MRNA
+1,040.1%
+1,342.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | -0.5% |
| 7D | -13.9% | +9.8% | -23.7% | -14.2% |
| 30D | -35.5% | +11.5% | -47.0% | -35.7% |
| 3M | -33.9% | +319.4% | -353.3% | -37.8% |
| 6M | -43.3% | +361.5% | -404.8% | -47.1% |
| YTD | +18.7% | +750.6% | -731.9% | +7.1% |
| 1Y | +13.8% | +913.0% | -899.3% | +1.8% |
| 3Y | +495.0% | +258.1% | +236.9% | +445.8% |
| 5Y | +1,049.0% | +9.6% | +1,039.5% | +966.3% |
| All | +2,382.8% | +1,040.1% | +1,342.6% | +2,239.8% |
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