+674.0%
MRNA vs ADSK
+53.1%
+620.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.2% |
| 7D | -1.1% | -2.5% | +1.4% | 0.0% |
| 30D | +126.1% | -14.9% | +141.0% | +140.4% |
| 3M | +190.0% | +3.3% | +186.7% | +184.6% |
| 6M | +157.2% | -15.7% | +172.9% | +170.3% |
| YTD | +388.2% | -28.2% | +416.4% | +444.4% |
| 1Y | +467.0% | -34.5% | +501.6% | +556.6% |
| 3Y | +36.1% | -2.9% | +39.0% | +32.9% |
| 5Y | -68.0% | -25.3% | -42.6% | -67.7% |
| All | +674.0% | +53.1% | +620.9% | +508.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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