-13.9%
MP vs MRNA
+9.2%
-23.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | +2.3% | -3.8% | +6.0% | +2.7% |
| 30D | -15.3% | +16.4% | -31.6% | -16.8% |
| 3M | -33.5% | +310.6% | -344.1% | -48.0% |
| 6M | -45.5% | +370.3% | -415.8% | -59.3% |
| YTD | -27.3% | +743.3% | -770.6% | -54.0% |
| 1Y | -40.7% | +841.7% | -882.4% | -63.7% |
| 3Y | +145.9% | +255.0% | -109.2% | +79.6% |
| 5Y | -13.9% | +10.1% | -24.0% | -26.3% |
| All | -13.9% | +9.2% | -23.1% | -26.3% |
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