-66.9%
MRNA vs BROS
+35.1%
-101.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.2% |
| 7D | -1.1% | -5.8% | +4.7% | 0.0% |
| 30D | +126.1% | -14.0% | +140.1% | +133.0% |
| 3M | +190.0% | -32.5% | +222.5% | +209.8% |
| 6M | +157.2% | -14.9% | +172.1% | +163.9% |
| YTD | +388.2% | -28.3% | +416.5% | +413.0% |
| 1Y | +467.0% | -34.0% | +501.0% | +500.9% |
| 3Y | +36.1% | +63.0% | -26.9% | +17.3% |
| All | -66.9% | +35.1% | -101.9% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 5y: compounded portfolio wealth divided by compounded BROS 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…
5y analysis · Full analysis span regression · 6 months rolling