+29.1%
MRNA vs BAH
-28.1%
+57.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | -0.7% |
| 7D | -8.2% | +2.4% | -10.7% | -8.9% |
| 30D | +125.6% | -2.9% | +128.5% | +128.5% |
| 3M | +197.1% | -1.3% | +198.4% | +199.1% |
| 6M | +148.5% | -0.9% | +149.4% | +149.5% |
| YTD | +363.3% | -8.2% | +371.5% | +367.3% |
| 1Y | +462.0% | -24.0% | +486.0% | +478.3% |
| All | +29.1% | -28.1% | +57.2% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling