-69.6%
MRNA vs CAPR
+66.0%
-135.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.7% | +0.9% |
| 7D | -8.2% | -10.6% | +2.3% | -7.8% |
| 30D | +125.6% | +111.2% | +14.4% | +120.4% |
| 3M | +197.1% | -67.2% | +264.3% | +201.2% |
| 6M | +148.5% | -75.1% | +223.6% | +153.9% |
| YTD | +363.3% | -71.2% | +434.5% | +370.6% |
| 1Y | +462.0% | +31.1% | +430.9% | +407.6% |
| 3Y | +26.9% | +31.3% | -4.4% | +0.1% |
| 5Y | -69.6% | +69.4% | -139.0% | -78.5% |
| All | -69.6% | +66.0% | -135.6% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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