+36.1%
MRNA vs AFL
+63.5%
-27.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.8% |
| 7D | -1.1% | -1.6% | +0.6% | -2.2% |
| 30D | +126.1% | -4.0% | +130.2% | +123.0% |
| 3M | +190.0% | -0.5% | +190.5% | +185.2% |
| 6M | +157.2% | +6.5% | +150.7% | +151.8% |
| YTD | +388.2% | +6.2% | +382.0% | +376.9% |
| 1Y | +467.0% | +8.3% | +458.8% | +452.3% |
| 3Y | +36.1% | +62.5% | -26.5% | +28.0% |
| All | +36.1% | +63.5% | -27.5% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling