+682.5%
MRNA vs ACGL
+273.5%
+409.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.2% |
| 7D | +5.5% | -0.7% | +6.2% | +5.5% |
| 30D | +158.7% | -1.0% | +159.7% | +158.7% |
| 3M | +182.1% | +11.0% | +171.1% | +181.8% |
| 6M | +151.8% | -0.3% | +152.1% | +151.8% |
| YTD | +393.6% | +2.3% | +391.3% | +393.1% |
| 1Y | +499.5% | +6.4% | +493.1% | +498.1% |
| 3Y | +29.3% | +34.0% | -4.7% | +29.0% |
| 5Y | -65.1% | +161.6% | -226.7% | -64.7% |
| All | +682.5% | +273.5% | +409.0% | +528.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling