+629.1%
MRNA vs AA
+77.1%
+552.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.1% |
| 7D | -10.1% | -0.6% | -9.5% | -10.0% |
| 30D | +126.7% | -1.6% | +128.3% | +127.9% |
| 3M | +184.1% | -29.8% | +213.9% | +196.6% |
| 6M | +143.3% | -16.6% | +159.9% | +147.6% |
| YTD | +359.9% | -4.0% | +363.9% | +359.4% |
| 1Y | +454.2% | +63.5% | +390.7% | +419.8% |
| 3Y | +26.0% | +86.8% | -60.8% | +14.9% |
| 5Y | -70.3% | +12.4% | -82.6% | -72.1% |
| All | +629.1% | +77.1% | +552.0% | +841.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling