+1,100.9%
MRNA vs ALK
-42.5%
+1,143.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -2.0% | -3.3% |
| 7D | -12.1% | -1.2% | -10.9% | -12.0% |
| 30D | -1.3% | +7.7% | -9.0% | -1.9% |
| 3M | +250.9% | -19.0% | +269.9% | +258.2% |
| 6M | +343.0% | -0.2% | +343.2% | +341.6% |
| YTD | +657.4% | -23.5% | +680.9% | +669.5% |
| 1Y | +794.9% | -9.1% | +804.0% | +796.0% |
| 3Y | +218.1% | +12.0% | +206.1% | +217.5% |
| 5Y | -3.4% | -30.9% | +27.5% | -5.6% |
| All | +1,100.9% | -42.5% | +1,143.4% | +1,183.7% |
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