+10.1%
MRNA vs AFRM
-25.2%
+35.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -8.2% | -8.5% | +0.3% | -6.6% |
| 30D | +125.6% | -11.4% | +136.9% | +131.8% |
| 3M | +197.1% | +8.2% | +188.8% | +195.1% |
| 6M | +148.5% | +36.6% | +111.9% | +135.8% |
| YTD | +363.3% | -8.7% | +371.9% | +368.8% |
| 1Y | +462.0% | -19.9% | +481.9% | +477.0% |
| 3Y | +26.9% | +202.6% | -175.7% | -4.9% |
| 5Y | -69.6% | -45.0% | -24.6% | -75.5% |
| All | +10.1% | -25.2% | +35.3% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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