+674.0%
MRNA vs CAG
-35.1%
+709.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.6% |
| 7D | -1.1% | -5.7% | +4.6% | +0.9% |
| 30D | +126.1% | -2.4% | +128.5% | +130.8% |
| 3M | +190.0% | +9.8% | +180.2% | +187.6% |
| 6M | +157.2% | -10.8% | +168.1% | +167.1% |
| YTD | +388.2% | -10.8% | +399.0% | +402.8% |
| 1Y | +467.0% | -19.0% | +486.0% | +499.0% |
| 3Y | +36.1% | -39.7% | +75.8% | +53.4% |
| 5Y | -68.0% | -43.0% | -25.0% | -63.8% |
| All | +674.0% | -35.1% | +709.1% | +720.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling