+29.1%
IYR vs MRNA
+34.8%
-5.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.7% |
| 7D | -1.4% | -1.1% | -0.3% | -1.3% |
| 30D | -2.7% | +126.1% | -128.8% | -6.0% |
| 3M | -2.1% | +190.0% | -192.2% | -7.4% |
| 6M | +3.6% | +157.2% | -153.6% | -1.5% |
| YTD | +8.1% | +388.2% | -380.1% | -2.5% |
| 1Y | +4.7% | +467.0% | -462.3% | -7.1% |
| 3Y | +29.1% | +36.1% | -7.0% | +17.4% |
| All | +29.1% | +34.8% | -5.7% | +17.4% |
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