+3,515.2%
FIX vs MRNA
+561.6%
+2,953.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.0% |
| 7D | +6.0% | +5.5% | +0.6% | +5.9% |
| 30D | -7.2% | +158.7% | -166.0% | -11.7% |
| 3M | -15.9% | +182.1% | -198.0% | -20.6% |
| 6M | +12.7% | +151.8% | -139.1% | +6.9% |
| YTD | +72.8% | +393.6% | -320.8% | +58.2% |
| 1Y | +122.9% | +499.5% | -376.6% | +101.9% |
| 3Y | +774.3% | +29.3% | +745.0% | +722.6% |
| 5Y | +2,049.5% | -65.1% | +2,114.5% | +1,917.8% |
| All | +3,515.2% | +561.6% | +2,953.6% | +3,356.9% |
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