-9.2%
MRNA vs AUR
-35.7%
+26.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +5.1% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | +126.1% | -6.4% | +132.5% | +128.2% |
| 3M | +190.0% | +7.7% | +182.3% | +184.6% |
| 6M | +157.2% | +44.5% | +112.7% | +136.9% |
| YTD | +388.2% | +67.4% | +320.8% | +338.5% |
| 1Y | +467.0% | +15.4% | +451.6% | +438.5% |
| 3Y | +36.1% | +94.8% | -58.8% | +9.5% |
| 5Y | -68.0% | -35.1% | -32.8% | -71.1% |
| All | -9.2% | -35.7% | +26.5% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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