+674.0%
MRNA vs ACWI
+171.0%
+503.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +4.5% |
| 7D | -1.1% | -1.0% | -0.1% | -0.1% |
| 30D | +126.1% | -0.9% | +127.0% | +128.8% |
| 3M | +190.0% | +3.5% | +186.5% | +182.9% |
| 6M | +157.2% | +12.8% | +144.4% | +133.9% |
| YTD | +388.2% | +14.0% | +374.2% | +341.6% |
| 1Y | +467.0% | +19.2% | +447.9% | +395.7% |
| 3Y | +36.1% | +75.1% | -39.0% | -8.6% |
| 5Y | -68.0% | +68.6% | -136.6% | -78.4% |
| All | +674.0% | +171.0% | +503.0% | +322.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling