-68.8%
MRNA vs BROS
+38.3%
-107.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.0% |
| 7D | -10.1% | -6.6% | -3.5% | -8.9% |
| 30D | +126.7% | -12.3% | +139.1% | +132.8% |
| 3M | +184.1% | -22.2% | +206.3% | +196.6% |
| 6M | +143.3% | -14.3% | +157.6% | +149.1% |
| YTD | +359.9% | -26.6% | +386.4% | +381.0% |
| 1Y | +454.2% | -31.5% | +485.7% | +483.6% |
| 3Y | +26.0% | +62.3% | -36.3% | +8.7% |
| All | -68.8% | +38.3% | -107.1% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling