+674.0%
MRNA vs ARMK
+137.2%
+536.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.2% | +2.2% | +5.3% |
| 7D | -1.1% | +3.1% | -4.2% | -1.1% |
| 30D | +126.1% | -2.8% | +128.9% | +126.1% |
| 3M | +190.0% | +7.6% | +182.4% | +189.4% |
| 6M | +157.2% | +47.9% | +109.3% | +155.1% |
| YTD | +388.2% | +60.0% | +328.2% | +383.6% |
| 1Y | +467.0% | +52.2% | +414.8% | +462.0% |
| 3Y | +36.1% | +131.4% | -95.3% | +36.6% |
| 5Y | -68.0% | +163.2% | -231.2% | -67.3% |
| All | +674.0% | +137.2% | +536.8% | +850.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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