+67.6%
MA vs MRNA
-70.5%
+138.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -3.5% | -8.2% | +4.8% | -3.3% |
| 30D | +0.7% | +125.6% | -124.9% | -3.6% |
| 3M | +15.8% | +197.1% | -181.3% | +8.6% |
| 6M | +10.2% | +148.5% | -138.3% | +4.3% |
| YTD | -0.5% | +363.3% | -363.8% | -10.3% |
| 1Y | -1.8% | +462.0% | -463.8% | -13.1% |
| 3Y | +38.7% | +26.9% | +11.8% | +32.2% |
| 5Y | +67.6% | -69.6% | +137.2% | +50.1% |
| All | +67.6% | -70.5% | +138.1% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling