+102.7%
MO vs MRNA
-67.9%
+170.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | +0.3% |
| 7D | +0.1% | -1.1% | +1.2% | +0.1% |
| 30D | +7.1% | +126.1% | -119.0% | +7.9% |
| 3M | -2.0% | +190.0% | -192.0% | -0.7% |
| 6M | +7.3% | +157.2% | -149.9% | +8.6% |
| YTD | +23.5% | +388.2% | -364.7% | +25.7% |
| 1Y | +11.0% | +467.0% | -456.0% | +13.2% |
| 3Y | +95.0% | +36.1% | +58.9% | +100.2% |
| All | +102.7% | -67.9% | +170.6% | +101.3% |
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 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