+987.9%
MRNA vs ALM
+44.8%
+943.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.2% | +12.0% | +12.8% |
| 7D | +20.6% | -6.4% | +27.0% | +22.5% |
| 30D | +27.1% | -35.0% | +62.1% | +40.0% |
| 3M | +353.4% | -33.8% | +387.2% | +395.6% |
| 6M | +446.3% | -55.0% | +501.3% | +530.2% |
| YTD | +776.2% | -0.2% | +776.4% | +763.2% |
| 1Y | +987.9% | +41.8% | +946.1% | +870.0% |
| All | +987.9% | +44.8% | +943.1% | +870.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling