+1,266.6%
MRNA vs BURL
+48.4%
+1,218.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +6.9% | +5.5% |
| 7D | +14.6% | +4.1% | +10.6% | +14.0% |
| 30D | +29.4% | -9.5% | +38.8% | +31.5% |
| 3M | +371.9% | -33.5% | +405.5% | +402.4% |
| 6M | +421.0% | -22.1% | +443.1% | +438.5% |
| YTD | +762.0% | -14.6% | +776.5% | +777.6% |
| 1Y | +944.8% | -8.4% | +953.1% | +950.3% |
| 3Y | +252.7% | +86.6% | +166.1% | +224.9% |
| 5Y | +7.3% | -17.2% | +24.4% | -3.0% |
| All | +1,266.6% | +48.4% | +1,218.2% | +1,168.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling