+682.5%
MRNA vs CASY
+532.0%
+150.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | +158.7% | -11.3% | +170.1% | +162.1% |
| 3M | +182.1% | -0.6% | +182.8% | +176.6% |
| 6M | +151.8% | +10.7% | +141.1% | +140.6% |
| YTD | +393.6% | +37.1% | +356.4% | +348.8% |
| 1Y | +499.5% | +52.3% | +447.2% | +431.3% |
| 3Y | +29.3% | +215.2% | -185.9% | -4.4% |
| 5Y | -65.1% | +276.5% | -341.6% | -75.5% |
| All | +682.5% | +532.0% | +150.5% | +329.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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