+654.5%
MRNA vs BURL
+53.6%
+600.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -3.0% |
| 7D | -9.0% | -2.6% | -6.5% | -8.7% |
| 30D | +137.2% | -30.8% | +167.9% | +150.9% |
| 3M | +194.8% | -18.7% | +213.5% | +203.1% |
| 6M | +167.2% | -16.4% | +183.6% | +173.1% |
| YTD | +375.9% | -11.6% | +387.4% | +381.9% |
| 1Y | +465.2% | -12.0% | +477.2% | +470.5% |
| 3Y | +30.4% | +63.6% | -33.3% | +21.5% |
| 5Y | -66.8% | -12.6% | -54.2% | -70.1% |
| All | +654.5% | +53.6% | +600.8% | +596.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling