+38.6%
MA vs MRNA
+27.0%
+11.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.6% |
| 7D | -3.5% | -10.1% | +6.6% | -3.4% |
| 30D | +0.8% | +126.7% | -126.0% | -1.4% |
| 3M | +14.8% | +184.1% | -169.3% | +11.0% |
| 6M | +10.0% | +143.3% | -133.3% | +7.0% |
| YTD | -0.1% | +359.9% | -360.0% | -6.3% |
| 1Y | -2.2% | +454.2% | -456.4% | -9.5% |
| All | +38.6% | +27.0% | +11.7% | +28.8% |
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