-9.9%
LOW vs MRNA
+34.8%
-44.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | 0.0% |
| 7D | -3.7% | -1.1% | -2.6% | -3.7% |
| 30D | -8.9% | +126.1% | -135.0% | -13.1% |
| 3M | -10.4% | +190.0% | -200.4% | -16.4% |
| 6M | -19.4% | +157.2% | -176.6% | -24.3% |
| YTD | -17.1% | +388.2% | -405.3% | -26.2% |
| 1Y | -26.3% | +467.0% | -493.3% | -35.5% |
| 3Y | -9.9% | +36.1% | -46.0% | -20.5% |
| All | -9.9% | +34.8% | -44.7% | -20.5% |
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 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