+33.1%
MRNA vs BURL
+63.9%
-30.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -3.0% |
| 7D | +5.5% | -2.8% | +8.3% | +6.3% |
| 30D | +158.7% | -28.2% | +186.9% | +183.6% |
| 3M | +182.1% | -17.6% | +199.7% | +195.2% |
| 6M | +151.8% | -11.8% | +163.6% | +155.8% |
| YTD | +393.6% | -8.1% | +401.7% | +395.8% |
| 1Y | +499.5% | -12.0% | +511.4% | +505.2% |
| All | +33.1% | +63.9% | -30.8% | +41.6% |
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