+629.1%
MRNA vs ATI
+691.9%
-62.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.4% |
| 7D | -10.1% | +2.4% | -12.5% | -10.1% |
| 30D | +126.7% | -9.5% | +136.2% | +127.0% |
| 3M | +184.1% | +10.4% | +173.7% | +181.6% |
| 6M | +143.3% | +31.8% | +111.5% | +139.0% |
| YTD | +359.9% | +80.0% | +279.9% | +347.8% |
| 1Y | +454.2% | +175.8% | +278.4% | +433.9% |
| 3Y | +26.0% | +364.2% | -338.3% | +21.4% |
| 5Y | -70.3% | +1,076.9% | -1,147.1% | -69.6% |
| All | +629.1% | +691.9% | -62.9% | +755.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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