-5.0%
MRNA vs ACM
+1.1%
-6.1%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.8% |
| 7D | -12.1% | +5.6% | -17.8% | -15.1% |
| 30D | -1.3% | +20.8% | -22.1% | -12.1% |
| 3M | +250.9% | +11.4% | +239.5% | +227.8% |
| 6M | +343.0% | +0.9% | +342.1% | +326.0% |
| YTD | +657.4% | -24.8% | +682.3% | +725.9% |
| 1Y | +794.9% | -46.4% | +841.3% | +1,072.3% |
| 3Y | +218.1% | -9.2% | +227.4% | +205.5% |
| All | -5.0% | +1.1% | -6.1% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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