-69.6%
MRNA vs ALM
+856.4%
-926.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.6% | +10.3% | +1.3% |
| 7D | -8.2% | -7.1% | -1.1% | -7.9% |
| 30D | +125.6% | +24.7% | +100.9% | +123.3% |
| 3M | +197.1% | +8.3% | +188.8% | +194.7% |
| 6M | +148.5% | -22.2% | +170.7% | +148.3% |
| YTD | +363.3% | +88.1% | +275.2% | +359.3% |
| 1Y | +462.0% | +272.4% | +189.6% | +460.6% |
| 3Y | +26.9% | +2,004.1% | -1,977.2% | +25.0% |
| 5Y | -69.6% | +915.8% | -985.4% | -71.1% |
| All | -69.6% | +856.4% | -926.0% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling