-65.7%
MRNA vs APD
+22.2%
-87.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.1% | +5.7% |
| 7D | -1.1% | -3.3% | +2.2% | +0.4% |
| 30D | +126.1% | -4.2% | +130.3% | +130.2% |
| 3M | +190.0% | +5.4% | +184.6% | +182.2% |
| 6M | +157.2% | +6.3% | +151.0% | +148.1% |
| YTD | +388.2% | +20.3% | +367.9% | +342.1% |
| 1Y | +467.0% | +1.6% | +465.4% | +454.8% |
| 3Y | +36.1% | +4.0% | +32.1% | +29.2% |
| All | -65.7% | +22.2% | -87.9% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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