+674.0%
MRNA vs AG
+298.6%
+375.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.9% | +8.3% | +6.0% |
| 7D | -1.1% | -6.7% | +5.6% | +0.3% |
| 30D | +126.1% | +2.2% | +123.9% | +127.2% |
| 3M | +190.0% | +15.7% | +174.3% | +186.0% |
| 6M | +157.2% | -23.8% | +181.0% | +166.6% |
| YTD | +388.2% | +17.6% | +370.6% | +377.5% |
| 1Y | +467.0% | +88.6% | +378.4% | +422.6% |
| 3Y | +36.1% | +253.4% | -217.4% | +13.0% |
| 5Y | -68.0% | +62.4% | -130.4% | -72.5% |
| All | +674.0% | +298.6% | +375.5% | +466.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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