+1,346.2%
MRNA vs BURL
+54.7%
+1,291.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.2% | +1.6% | +5.1% |
| 7D | +21.8% | +7.7% | +14.1% | +20.5% |
| 30D | +19.6% | -7.1% | +26.7% | +21.0% |
| 3M | +354.6% | -30.3% | +384.9% | +380.2% |
| 6M | +394.9% | -15.5% | +410.5% | +404.9% |
| YTD | +812.2% | -11.0% | +823.1% | +822.5% |
| 1Y | +996.2% | -8.4% | +1,004.6% | +1,001.5% |
| 3Y | +287.0% | +96.7% | +190.3% | +253.7% |
| 5Y | +13.6% | -14.1% | +27.6% | +2.0% |
| All | +1,346.2% | +54.7% | +1,291.6% | +1,233.3% |
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