-65.7%
MRNA vs ACI
-39.5%
-26.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.2% | +2.1% | +5.2% |
| 7D | -1.1% | -3.7% | +2.7% | -0.9% |
| 30D | +126.1% | +0.6% | +125.5% | +125.9% |
| 3M | +190.0% | -20.3% | +210.4% | +193.2% |
| 6M | +157.2% | -24.7% | +181.9% | +160.7% |
| YTD | +388.2% | -27.2% | +415.4% | +395.1% |
| 1Y | +467.0% | -32.7% | +499.8% | +481.3% |
| 3Y | +36.1% | -43.9% | +80.0% | +43.1% |
| All | -65.7% | -39.5% | -26.2% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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