-65.7%
MRNA vs CBOE
+136.7%
-202.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.2% | +7.6% | +4.9% |
| 7D | -1.1% | -5.8% | +4.7% | -2.4% |
| 30D | +126.1% | -3.1% | +129.3% | +126.8% |
| 3M | +190.0% | -4.8% | +194.8% | +192.4% |
| 6M | +157.2% | -0.6% | +157.8% | +158.1% |
| YTD | +388.2% | +12.8% | +375.4% | +383.4% |
| 1Y | +467.0% | +19.8% | +447.3% | +457.8% |
| 3Y | +36.1% | +86.9% | -50.9% | +16.6% |
| All | -65.7% | +136.7% | -202.4% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling