+154.1%
LOW vs MRNA
+521.0%
-366.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.0% |
| 7D | -2.6% | -8.2% | +5.6% | -2.3% |
| 30D | -11.1% | +125.6% | -136.7% | -16.2% |
| 3M | -8.5% | +197.1% | -205.6% | -15.1% |
| 6M | -20.8% | +148.5% | -169.3% | -26.0% |
| YTD | -17.2% | +363.3% | -380.5% | -25.4% |
| 1Y | -24.7% | +462.0% | -486.7% | -33.1% |
| 3Y | -9.7% | +26.9% | -36.7% | -15.4% |
| 5Y | +6.0% | -69.6% | +75.6% | +0.1% |
| All | +154.1% | +521.0% | -366.9% | +147.9% |
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