+654.5%
MRNA vs CAPR
+27.6%
+626.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | 0.0% | -3.5% |
| 7D | -9.0% | -9.5% | +0.5% | -8.8% |
| 30D | +137.2% | +121.5% | +15.6% | +132.3% |
| 3M | +194.8% | -65.4% | +260.2% | +197.6% |
| 6M | +167.2% | -67.5% | +234.7% | +169.9% |
| YTD | +375.9% | -68.6% | +444.5% | +380.7% |
| 1Y | +465.2% | +42.7% | +422.5% | +423.0% |
| 3Y | +30.4% | +43.4% | -13.0% | +17.0% |
| 5Y | -66.8% | +86.0% | -152.9% | -70.8% |
| All | +654.5% | +27.6% | +626.9% | +573.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling