+674.0%
MRNA vs AIG
+134.9%
+539.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.4% |
| 7D | -1.1% | -1.2% | +0.1% | -1.0% |
| 30D | +126.1% | -1.1% | +127.2% | +126.1% |
| 3M | +190.0% | +0.7% | +189.4% | +189.7% |
| 6M | +157.2% | -2.2% | +159.4% | +157.3% |
| YTD | +388.2% | -10.8% | +399.0% | +390.9% |
| 1Y | +467.0% | -2.0% | +469.1% | +465.6% |
| 3Y | +36.1% | +34.8% | +1.2% | +33.9% |
| 5Y | -68.0% | +55.0% | -123.0% | -68.4% |
| All | +674.0% | +134.9% | +539.1% | +687.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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