+265.7%
MRNA vs CART
+111.7%
+154.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.1% |
| 7D | +14.6% | +3.0% | +11.7% | +13.8% |
| 30D | +29.4% | +28.6% | +0.8% | +20.0% |
| 3M | +371.9% | +29.1% | +342.9% | +342.1% |
| 6M | +421.0% | +44.7% | +376.3% | +378.5% |
| YTD | +762.0% | +29.2% | +732.7% | +701.5% |
| 1Y | +944.8% | +66.2% | +878.6% | +832.5% |
| All | +265.7% | +111.7% | +154.0% | +182.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling