+629.1%
MRNA vs BAH
+67.9%
+561.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -10.1% | -1.3% | -8.8% | -9.8% |
| 30D | +126.7% | -6.6% | +133.3% | +131.3% |
| 3M | +184.1% | -7.2% | +191.3% | +189.0% |
| 6M | +143.3% | -10.0% | +153.3% | +147.9% |
| YTD | +359.9% | -12.5% | +372.3% | +368.3% |
| 1Y | +454.2% | -27.9% | +482.1% | +477.1% |
| 3Y | +26.0% | -31.4% | +57.4% | +29.6% |
| 5Y | -70.3% | -3.2% | -67.0% | -70.8% |
| All | +629.1% | +67.9% | +561.2% | +364.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling