+135.0%
MRNA vs CART
+39.2%
+95.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | +9.8% | +0.3% | +9.5% | +9.8% |
| 30D | +11.5% | +22.4% | -10.9% | +5.1% |
| 3M | +319.4% | +15.6% | +303.7% | +301.4% |
| 6M | +361.5% | +44.9% | +316.6% | +324.6% |
| YTD | +750.6% | +30.0% | +720.6% | +691.5% |
| 1Y | +913.0% | +56.6% | +856.4% | +814.0% |
| 3Y | +258.1% | +131.9% | +126.1% | +183.5% |
| All | +135.0% | +39.2% | +95.8% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling