+987.9%
MRNA vs CBOE
+39.5%
+948.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +0.3% | +12.8% | +13.3% |
| 7D | +20.6% | +7.7% | +12.9% | +27.5% |
| 30D | +27.1% | +24.4% | +2.7% | +50.0% |
| 3M | +353.4% | +20.0% | +333.4% | +437.7% |
| 6M | +446.3% | +2.4% | +443.9% | +572.4% |
| YTD | +776.2% | +38.5% | +737.6% | +963.9% |
| 1Y | +987.9% | +39.0% | +949.0% | +1,202.8% |
| All | +987.9% | +39.5% | +948.4% | +1,202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling