+499.5%
MRNA vs ALM
+318.3%
+181.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | +5.5% | -2.6% | +8.1% | +6.0% |
| 30D | +158.7% | +32.0% | +126.7% | +146.8% |
| 3M | +182.1% | -15.0% | +197.2% | +183.3% |
| 6M | +151.8% | -10.1% | +161.9% | +148.8% |
| YTD | +393.6% | +99.4% | +294.1% | +350.7% |
| 1Y | +499.5% | +316.4% | +183.1% | +462.0% |
| All | +499.5% | +318.3% | +181.1% | +462.0% |
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