+437.9%
MRNA vs CAI
-11.0%
+448.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -8.2% | -5.1% | -3.2% | -5.9% |
| 30D | +125.6% | +3.9% | +121.7% | +118.9% |
| 3M | +197.1% | +40.1% | +157.0% | +171.4% |
| 6M | +148.5% | +29.7% | +118.8% | +125.3% |
| YTD | +363.3% | -10.9% | +374.2% | +353.9% |
| 1Y | +462.0% | -28.0% | +490.0% | +466.4% |
| All | +437.9% | -11.0% | +448.8% | +432.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling