-65.7%
MRNA vs ALC
-20.7%
-45.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.9% |
| 7D | -1.1% | -6.3% | +5.3% | +3.5% |
| 30D | +126.1% | -10.3% | +136.4% | +145.7% |
| 3M | +190.0% | -0.7% | +190.7% | +192.7% |
| 6M | +157.2% | -17.8% | +175.1% | +191.9% |
| YTD | +388.2% | -15.8% | +404.0% | +447.1% |
| 1Y | +467.0% | -16.7% | +483.8% | +542.5% |
| 3Y | +36.1% | -19.7% | +55.8% | +58.2% |
| All | -65.7% | -20.7% | -45.0% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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