-65.7%
MRNA vs CAH
+393.5%
-459.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.5% |
| 7D | -1.1% | -5.1% | +4.0% | -0.1% |
| 30D | +126.1% | +0.2% | +125.9% | +126.5% |
| 3M | +190.0% | +6.3% | +183.7% | +187.2% |
| 6M | +157.2% | +9.4% | +147.8% | +153.4% |
| YTD | +388.2% | +15.0% | +373.2% | +374.8% |
| 1Y | +467.0% | +55.4% | +411.6% | +421.8% |
| 3Y | +36.1% | +173.8% | -137.7% | +14.5% |
| All | -65.7% | +393.5% | -459.2% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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