+31.5%
MRNA vs CART
+14.3%
+17.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.0% | +2.4% | -2.0% |
| 7D | -9.0% | -4.1% | -4.9% | -8.0% |
| 30D | +137.2% | -4.3% | +141.5% | +140.2% |
| 3M | +194.8% | +13.1% | +181.7% | +190.0% |
| 6M | +167.2% | +26.0% | +141.2% | +157.2% |
| YTD | +375.9% | +6.7% | +369.1% | +369.1% |
| 1Y | +465.2% | +6.3% | +458.9% | +455.1% |
| All | +31.5% | +14.3% | +17.2% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling