+629.1%
MRNA vs BAX
-58.2%
+687.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.7% |
| 7D | -10.1% | -5.1% | -5.0% | -8.5% |
| 30D | +126.7% | -12.2% | +138.9% | +136.9% |
| 3M | +184.1% | +21.8% | +162.3% | +170.6% |
| 6M | +143.3% | +36.3% | +107.0% | +124.2% |
| YTD | +359.9% | +27.8% | +332.0% | +327.9% |
| 1Y | +454.2% | -0.1% | +454.2% | +445.9% |
| 3Y | +26.0% | -33.3% | +59.3% | +35.9% |
| 5Y | -70.3% | -67.1% | -3.2% | -63.3% |
| All | +629.1% | -58.2% | +687.3% | +554.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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