-67.4%
MRNA vs AG
+68.6%
-136.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +2.3% |
| 7D | -8.2% | -5.8% | -2.4% | -6.5% |
| 30D | +125.6% | +6.4% | +119.2% | +124.6% |
| 3M | +197.1% | +28.4% | +168.7% | +184.0% |
| 6M | +148.5% | -24.5% | +173.0% | +161.4% |
| YTD | +363.3% | +21.2% | +342.1% | +341.8% |
| 1Y | +462.0% | +114.1% | +347.9% | +379.8% |
| 3Y | +26.9% | +268.0% | -241.1% | -8.6% |
| All | -67.4% | +68.6% | -136.0% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling