+674.0%
MRNA vs AA
+68.4%
+605.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -1.1% | -3.4% | +2.3% | -0.6% |
| 30D | +126.1% | -5.8% | +131.9% | +128.9% |
| 3M | +190.0% | -29.9% | +219.9% | +203.2% |
| 6M | +157.2% | -27.0% | +184.2% | +166.4% |
| YTD | +388.2% | -8.7% | +396.9% | +391.1% |
| 1Y | +467.0% | +50.6% | +416.4% | +437.4% |
| 3Y | +36.1% | +74.1% | -38.0% | +25.1% |
| 5Y | -68.0% | +2.6% | -70.6% | -69.7% |
| All | +674.0% | +68.4% | +605.6% | +906.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling