+674.0%
MRNA vs BN
+173.5%
+500.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +4.9% | +5.2% |
| 7D | -1.1% | -5.2% | +4.1% | +1.0% |
| 30D | +126.1% | -14.5% | +140.6% | +140.6% |
| 3M | +190.0% | -15.0% | +205.0% | +209.2% |
| 6M | +157.2% | -5.4% | +162.6% | +163.4% |
| YTD | +388.2% | -16.4% | +404.6% | +421.7% |
| 1Y | +467.0% | -16.2% | +483.3% | +505.6% |
| 3Y | +36.1% | +67.5% | -31.4% | +15.9% |
| 5Y | -68.0% | +34.1% | -102.1% | -71.7% |
| All | +674.0% | +173.5% | +500.5% | +322.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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