+30.4%
MRNA vs ACWI
+77.6%
-47.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.8% |
| 7D | -9.0% | +1.1% | -10.1% | -10.7% |
| 30D | +137.2% | -0.2% | +137.4% | +139.3% |
| 3M | +194.8% | +4.7% | +190.1% | +176.3% |
| 6M | +167.2% | +14.5% | +152.7% | +117.7% |
| YTD | +375.9% | +14.6% | +361.2% | +288.1% |
| 1Y | +465.2% | +21.4% | +443.7% | +321.9% |
| 3Y | +30.4% | +77.6% | -47.2% | -42.8% |
| All | +30.4% | +77.6% | -47.2% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling