+634.5%
MRNA vs ALK
-40.1%
+674.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.8% |
| 7D | -8.2% | -3.1% | -5.1% | -8.0% |
| 30D | +125.6% | -17.1% | +142.7% | +129.8% |
| 3M | +197.1% | -3.8% | +200.8% | +197.6% |
| 6M | +148.5% | -5.3% | +153.8% | +148.4% |
| YTD | +363.3% | -20.3% | +383.5% | +368.7% |
| 1Y | +462.0% | -36.0% | +498.0% | +477.6% |
| 3Y | +26.9% | +0.8% | +26.2% | +26.2% |
| 5Y | -69.6% | -28.5% | -41.1% | -70.3% |
| All | +634.5% | -40.1% | +674.6% | +682.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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