+371.2%
META vs MRNA
+1,122.7%
-751.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.8% | -0.7% | +4.8% |
| 7D | +5.7% | +21.8% | -16.1% | +4.6% |
| 30D | -10.8% | +19.6% | -30.3% | -11.7% |
| 3M | +8.4% | +354.6% | -346.2% | -4.1% |
| 6M | +5.4% | +394.9% | -389.6% | -8.0% |
| YTD | -2.6% | +812.2% | -814.8% | -19.8% |
| 1Y | +3.5% | +996.2% | -992.7% | -16.4% |
| 3Y | +102.0% | +287.0% | -185.0% | +71.5% |
| 5Y | +93.1% | +13.6% | +79.5% | +76.4% |
| All | +371.2% | +1,122.7% | -751.5% | +264.3% |
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