+467.0%
MRNA vs ALM
+247.3%
+219.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.5% | +11.9% | +6.6% |
| 7D | -1.1% | -11.8% | +10.8% | +0.9% |
| 30D | +126.1% | +7.8% | +118.3% | +122.4% |
| 3M | +190.0% | -9.3% | +199.3% | +189.6% |
| 6M | +157.2% | -30.5% | +187.7% | +163.4% |
| YTD | +388.2% | +75.8% | +312.4% | +351.6% |
| 1Y | +467.0% | +241.2% | +225.8% | +432.5% |
| All | +467.0% | +247.3% | +219.7% | +432.5% |
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