+674.0%
MRNA vs BAH
+76.5%
+597.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.3% |
| 7D | -1.1% | +4.3% | -5.3% | -2.0% |
| 30D | +126.1% | -2.5% | +128.6% | +128.3% |
| 3M | +190.0% | -0.9% | +191.0% | +191.3% |
| 6M | +157.2% | +1.5% | +155.8% | +157.0% |
| YTD | +388.2% | -8.0% | +396.2% | +391.7% |
| 1Y | +467.0% | -24.7% | +491.8% | +484.5% |
| 3Y | +36.1% | -28.4% | +64.5% | +38.5% |
| 5Y | -68.0% | +2.8% | -70.8% | -68.9% |
| All | +674.0% | +76.5% | +597.5% | +388.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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