+674.0%
MRNA vs AME
+256.1%
+418.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.3% | +2.1% | +4.4% |
| 7D | -1.1% | +1.7% | -2.8% | -1.6% |
| 30D | +126.1% | -6.4% | +132.6% | +130.5% |
| 3M | +190.0% | +7.1% | +182.9% | +179.4% |
| 6M | +157.2% | +8.2% | +149.1% | +146.6% |
| YTD | +388.2% | +18.2% | +370.0% | +354.0% |
| 1Y | +467.0% | +26.7% | +440.3% | +415.4% |
| 3Y | +36.1% | +60.7% | -24.6% | +16.2% |
| 5Y | -68.0% | +91.6% | -159.5% | -73.9% |
| All | +674.0% | +256.1% | +418.0% | +382.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling