+987.9%
MRNA vs BURL
-4.6%
+992.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +7.7% | +5.4% | +10.5% |
| 7D | +20.6% | +10.4% | +10.2% | +17.1% |
| 30D | +27.1% | -4.9% | +32.1% | +28.8% |
| 3M | +353.4% | -29.8% | +383.1% | +388.8% |
| 6M | +446.3% | -16.5% | +462.7% | +452.1% |
| YTD | +776.2% | -10.5% | +786.7% | +761.9% |
| 1Y | +987.9% | -5.3% | +993.2% | +940.2% |
| All | +987.9% | -4.6% | +992.5% | +940.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling