+208.1%
MA vs MRNA
+561.6%
-353.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.1% |
| 7D | -2.7% | +5.5% | -8.2% | -2.8% |
| 30D | +1.5% | +158.7% | -157.2% | -2.1% |
| 3M | +20.4% | +182.1% | -161.7% | +15.6% |
| 6M | +11.1% | +151.8% | -140.7% | +7.0% |
| YTD | +2.0% | +393.6% | -391.6% | -4.5% |
| 1Y | -2.2% | +499.5% | -501.6% | -9.2% |
| 3Y | +41.9% | +29.3% | +12.6% | +36.4% |
| 5Y | +75.4% | -65.1% | +140.4% | +68.1% |
| All | +208.1% | +561.6% | -353.5% | +179.9% |
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