+987.9%
MRNA vs AFL
+18.6%
+969.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.0% | +12.1% | +16.0% |
| 7D | +20.6% | +2.9% | +17.7% | +30.4% |
| 30D | +27.1% | +11.5% | +15.7% | +77.0% |
| 3M | +353.4% | +0.6% | +352.8% | +433.9% |
| 6M | +446.3% | +11.7% | +434.6% | +559.5% |
| YTD | +776.2% | +15.4% | +760.8% | +948.4% |
| 1Y | +987.9% | +17.6% | +970.4% | +1,193.5% |
| All | +987.9% | +18.6% | +969.3% | +1,193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling