+138.1%
MRNA vs CART
+38.4%
+99.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.1% |
| 7D | +14.6% | +3.0% | +11.7% | +13.9% |
| 30D | +29.4% | +28.6% | +0.8% | +20.4% |
| 3M | +371.9% | +29.1% | +342.9% | +343.2% |
| 6M | +421.0% | +44.7% | +376.3% | +379.6% |
| YTD | +762.0% | +29.2% | +732.7% | +703.3% |
| 1Y | +944.8% | +66.2% | +878.6% | +834.6% |
| 3Y | +252.7% | +112.8% | +139.9% | +182.5% |
| All | +138.1% | +38.4% | +99.8% | +96.3% |
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