+252.7%
MRNA vs BURL
+86.7%
+166.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +6.9% | +5.8% |
| 7D | +14.6% | +4.1% | +10.6% | +13.5% |
| 30D | +29.4% | -9.5% | +38.8% | +33.2% |
| 3M | +371.9% | -33.5% | +405.5% | +427.7% |
| 6M | +421.0% | -22.1% | +443.1% | +450.1% |
| YTD | +762.0% | -14.6% | +776.5% | +782.0% |
| 1Y | +944.8% | -8.4% | +953.1% | +940.1% |
| 3Y | +252.7% | +86.6% | +166.1% | +225.0% |
| All | +252.7% | +86.7% | +166.0% | +225.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling