+634.5%
MRNA vs AVAV
+105.4%
+529.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.7% | +0.1% |
| 7D | -8.2% | -0.1% | -8.1% | -8.2% |
| 30D | +125.6% | -25.0% | +150.5% | +135.1% |
| 3M | +197.1% | -15.0% | +212.0% | +202.8% |
| 6M | +148.5% | -33.6% | +182.1% | +160.0% |
| YTD | +363.3% | -39.2% | +402.5% | +383.5% |
| 1Y | +462.0% | -40.5% | +502.5% | +485.7% |
| 3Y | +26.9% | +29.6% | -2.7% | +15.6% |
| 5Y | -69.6% | +56.7% | -126.3% | -73.9% |
| All | +634.5% | +105.4% | +529.1% | +450.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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