+462.0%
MRNA vs CART
+4.1%
+457.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.1% |
| 7D | -8.2% | -8.7% | +0.4% | -4.1% |
| 30D | +125.6% | -4.4% | +129.9% | +131.0% |
| 3M | +197.1% | +14.6% | +182.4% | +196.1% |
| 6M | +148.5% | +24.4% | +124.1% | +145.5% |
| YTD | +363.3% | +5.0% | +358.3% | +361.1% |
| 1Y | +462.0% | +0.5% | +461.5% | +457.1% |
| All | +462.0% | +4.1% | +457.9% | +457.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling