+682.5%
MRNA vs AR
+204.8%
+477.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | +5.5% | +2.5% | +3.0% | +5.3% |
| 30D | +158.7% | +14.8% | +143.9% | +155.3% |
| 3M | +182.1% | +6.2% | +175.9% | +180.1% |
| 6M | +151.8% | +4.3% | +147.5% | +149.8% |
| YTD | +393.6% | +14.4% | +379.2% | +385.1% |
| 1Y | +499.5% | +21.3% | +478.1% | +485.0% |
| 3Y | +29.3% | +39.8% | -10.5% | +23.2% |
| 5Y | -65.1% | +142.1% | -207.1% | -68.4% |
| All | +682.5% | +204.8% | +477.7% | +864.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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