+634.5%
MRNA vs ACGL
+266.3%
+368.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -8.2% | -3.6% | -4.6% | -8.2% |
| 30D | +125.6% | -2.1% | +127.7% | +125.5% |
| 3M | +197.1% | +5.4% | +191.7% | +196.7% |
| 6M | +148.5% | 0.0% | +148.5% | +148.4% |
| YTD | +363.3% | +0.3% | +363.0% | +362.8% |
| 1Y | +462.0% | +6.2% | +455.8% | +460.5% |
| 3Y | +26.9% | +30.9% | -4.0% | +26.6% |
| 5Y | -69.6% | +159.8% | -229.4% | -69.2% |
| All | +634.5% | +266.3% | +368.2% | +489.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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