+121.3%
MRNA vs ACI
+18.9%
+102.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.2% |
| 7D | -10.1% | -5.0% | -5.0% | -9.8% |
| 30D | +126.7% | -2.3% | +129.0% | +126.9% |
| 3M | +184.1% | -23.2% | +207.3% | +188.8% |
| 6M | +143.3% | -29.5% | +172.8% | +148.9% |
| YTD | +359.9% | -28.6% | +388.5% | +368.3% |
| 1Y | +454.2% | -34.0% | +488.2% | +469.8% |
| 3Y | +26.0% | -45.0% | +71.0% | +32.1% |
| 5Y | -70.3% | -44.0% | -26.2% | -69.3% |
| All | +121.3% | +18.9% | +102.4% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling