+36.4%
MRNA vs CART
+21.6%
+14.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.9% |
| 7D | +5.5% | +1.0% | +4.4% | +5.1% |
| 30D | +158.7% | +12.6% | +146.1% | +153.1% |
| 3M | +182.1% | +23.1% | +159.0% | +172.0% |
| 6M | +151.8% | +39.5% | +112.3% | +136.8% |
| YTD | +393.6% | +13.5% | +380.0% | +378.5% |
| 1Y | +499.5% | +14.9% | +484.6% | +477.4% |
| All | +36.4% | +21.6% | +14.8% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling