+634.5%
MRNA vs CBOE
+204.0%
+430.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.5% |
| 7D | -8.2% | -3.7% | -4.5% | -8.7% |
| 30D | +125.6% | +2.0% | +123.6% | +126.8% |
| 3M | +197.1% | -4.2% | +201.3% | +199.5% |
| 6M | +148.5% | +1.2% | +147.3% | +150.4% |
| YTD | +363.3% | +15.4% | +347.9% | +366.0% |
| 1Y | +462.0% | +23.5% | +438.5% | +464.8% |
| 3Y | +26.9% | +93.2% | -66.3% | +24.4% |
| 5Y | -69.6% | +142.0% | -211.6% | -71.1% |
| All | +634.5% | +204.0% | +430.5% | +689.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling