+74.5%
META vs MRNA
-68.5%
+142.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.4% | +9.9% | +6.7% |
| 7D | +10.3% | -10.1% | +20.3% | +10.9% |
| 30D | +9.9% | +126.7% | -116.9% | -0.7% |
| 3M | +11.9% | +184.1% | -172.2% | -3.2% |
| 6M | +1.2% | +143.3% | -142.1% | -10.8% |
| YTD | -0.8% | +359.9% | -360.6% | -20.9% |
| 1Y | -14.3% | +454.2% | -468.5% | -34.5% |
| 3Y | +121.4% | +26.0% | +95.4% | +101.9% |
| 5Y | +74.5% | -70.3% | +144.7% | +70.9% |
| All | +74.5% | -68.5% | +142.9% | +70.9% |
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 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