-69.6%
MRNA vs ALL
+113.6%
-183.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.8% |
| 7D | -8.2% | -4.3% | -3.9% | -8.0% |
| 30D | +125.6% | -3.6% | +129.1% | +126.0% |
| 3M | +197.1% | +13.2% | +183.9% | +191.8% |
| 6M | +148.5% | +22.5% | +126.0% | +141.6% |
| YTD | +363.3% | +22.7% | +340.5% | +348.9% |
| 1Y | +462.0% | +28.3% | +433.7% | +438.7% |
| 3Y | +26.9% | +152.0% | -125.1% | -7.1% |
| 5Y | -69.6% | +115.4% | -185.0% | -74.7% |
| All | -69.6% | +113.6% | -183.2% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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