+8.0%
MRNA vs ALHC
-33.8%
+41.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.5% |
| 7D | -1.1% | -6.9% | +5.8% | -0.5% |
| 30D | +126.1% | -6.7% | +132.8% | +127.0% |
| 3M | +190.0% | -37.7% | +227.7% | +203.7% |
| 6M | +157.2% | -30.0% | +187.2% | +164.6% |
| YTD | +388.2% | -36.2% | +424.4% | +406.1% |
| 1Y | +467.0% | -22.9% | +489.9% | +478.1% |
| 3Y | +36.1% | +138.4% | -102.3% | +14.8% |
| 5Y | -68.0% | -32.8% | -35.2% | -73.1% |
| All | +8.0% | -33.8% | +41.8% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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