+25.6%
HYG vs MRNA
+34.8%
-9.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.1% |
| 7D | -0.7% | -1.1% | +0.4% | -0.7% |
| 30D | -0.7% | +126.1% | -126.8% | -1.9% |
| 3M | -0.2% | +190.0% | -190.2% | -2.1% |
| 6M | +1.4% | +157.2% | -155.8% | -0.3% |
| YTD | +1.5% | +388.2% | -386.7% | -2.0% |
| 1Y | +2.9% | +467.0% | -464.1% | -1.2% |
| 3Y | +25.6% | +36.1% | -10.4% | +22.4% |
| All | +25.6% | +34.8% | -9.2% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling