-18.4%
MRNA vs BOXX
+18.5%
-36.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.3% | +5.7% |
| 7D | -1.1% | +0.1% | -1.1% | -0.7% |
| 30D | +126.1% | +0.3% | +125.8% | +130.4% |
| 3M | +190.0% | +1.0% | +189.0% | +192.4% |
| 6M | +157.2% | +1.9% | +155.3% | +152.2% |
| YTD | +388.2% | +2.7% | +385.5% | +367.4% |
| 1Y | +467.0% | +4.0% | +463.0% | +418.6% |
| 3Y | +36.1% | +14.7% | +21.4% | -8.3% |
| All | -18.4% | +18.5% | -36.9% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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