-65.7%
MRNA vs CAG
-43.1%
-22.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.7% |
| 7D | -1.1% | -5.7% | +4.6% | +1.5% |
| 30D | +126.1% | -2.4% | +128.5% | +133.0% |
| 3M | +190.0% | +9.8% | +180.2% | +192.0% |
| 6M | +157.2% | -10.8% | +168.1% | +170.6% |
| YTD | +388.2% | -10.8% | +399.0% | +408.0% |
| 1Y | +467.0% | -19.0% | +486.0% | +506.0% |
| 3Y | +36.1% | -39.7% | +75.8% | +54.8% |
| All | -65.7% | -43.1% | -22.6% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling