+157.2%
MRNA vs AJG
+12.4%
+144.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +6.9% |
| 7D | -1.1% | -8.3% | +7.2% | +10.3% |
| 30D | +126.1% | -5.7% | +131.8% | +137.7% |
| 3M | +190.0% | +9.1% | +180.9% | +193.4% |
| 6M | +157.2% | +15.2% | +142.0% | +164.0% |
| All | +157.2% | +12.4% | +144.8% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 6mo: compounded portfolio wealth divided by compounded AJG 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…
6mo analysis · Full analysis span regression · 6 months rolling