-19.8%
MRNA vs BAM
+78.0%
-97.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.6% |
| 7D | +5.5% | -2.0% | +7.5% | +6.4% |
| 30D | +158.7% | -2.9% | +161.7% | +164.2% |
| 3M | +182.1% | +9.4% | +172.7% | +173.0% |
| 6M | +151.8% | +10.8% | +141.1% | +142.1% |
| YTD | +393.6% | -0.4% | +394.0% | +391.5% |
| 1Y | +499.5% | -10.9% | +510.3% | +526.6% |
| 3Y | +29.3% | +61.3% | -31.9% | +9.9% |
| All | -19.8% | +78.0% | -97.8% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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