+1,143.8%
MRNA vs BURL
+51.5%
+1,092.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.7% | -5.2% | -6.7% |
| 7D | -4.2% | +0.4% | -4.6% | -4.2% |
| 30D | +7.0% | -4.3% | +11.3% | +7.8% |
| 3M | +263.4% | -28.8% | +292.1% | +282.9% |
| 6M | +334.3% | -12.8% | +347.1% | +341.0% |
| YTD | +684.5% | -12.8% | +697.3% | +696.4% |
| 1Y | +766.2% | -12.3% | +778.4% | +776.5% |
| 3Y | +230.3% | +92.7% | +137.6% | +203.0% |
| 5Y | +0.1% | -6.5% | +6.6% | -8.9% |
| All | +1,143.8% | +51.5% | +1,092.3% | +1,051.1% |
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