-70.3%
MRNA vs ACGL
+152.7%
-223.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.4% |
| 7D | -10.1% | -2.1% | -8.0% | -9.8% |
| 30D | +126.7% | -2.2% | +128.9% | +127.1% |
| 3M | +184.1% | +6.3% | +177.8% | +180.6% |
| 6M | +143.3% | +0.5% | +142.8% | +142.1% |
| YTD | +359.9% | +0.2% | +359.6% | +356.3% |
| 1Y | +454.2% | +7.3% | +446.9% | +441.3% |
| 3Y | +26.0% | +30.8% | -4.9% | +14.9% |
| 5Y | -70.3% | +155.8% | -226.0% | -78.3% |
| All | -70.3% | +152.7% | -223.0% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling