+9.2%
MRNA vs ALHC
-28.9%
+38.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +5.5% | -0.6% | +6.1% | +5.5% |
| 30D | +158.7% | -1.0% | +159.8% | +158.7% |
| 3M | +182.1% | -10.2% | +192.3% | +185.2% |
| 6M | +151.8% | -28.3% | +180.1% | +158.6% |
| YTD | +393.6% | -31.4% | +425.0% | +408.7% |
| 1Y | +499.5% | -16.9% | +516.4% | +507.4% |
| 3Y | +29.3% | +135.5% | -106.2% | +9.8% |
| 5Y | -65.1% | -33.6% | -31.4% | -70.6% |
| All | +9.2% | -28.9% | +38.1% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling