+654.5%
MRNA vs ALM
+1,579.4%
-924.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.8% | -12.4% | -3.9% |
| 7D | -9.0% | +8.4% | -17.5% | -9.3% |
| 30D | +137.2% | +34.8% | +102.3% | +134.5% |
| 3M | +194.8% | +16.2% | +178.6% | +192.1% |
| 6M | +167.2% | +2.1% | +165.1% | +165.3% |
| YTD | +375.9% | +117.0% | +258.8% | +368.8% |
| 1Y | +465.2% | +313.9% | +151.3% | +455.8% |
| 3Y | +30.4% | +2,327.9% | -2,297.6% | +24.5% |
| 5Y | -66.8% | +1,040.6% | -1,107.5% | -68.1% |
| All | +654.5% | +1,579.4% | -924.9% | +665.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling