+467.0%
MRNA vs CAI
-26.7%
+493.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.1% | +4.7% |
| 7D | -1.1% | -2.9% | +1.8% | +0.6% |
| 30D | +126.1% | +9.3% | +116.8% | +114.8% |
| 3M | +190.0% | +35.2% | +154.8% | +162.7% |
| 6M | +157.2% | +30.7% | +126.5% | +128.4% |
| YTD | +388.2% | -9.8% | +398.0% | +381.0% |
| 1Y | +467.0% | -28.9% | +495.9% | +488.3% |
| All | +467.0% | -26.7% | +493.8% | +488.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling