+629.1%
MRNA vs CF
+300.2%
+328.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.2% | -3.3% |
| 7D | -10.1% | -0.8% | -9.2% | -10.1% |
| 30D | +126.7% | +14.3% | +112.5% | +127.9% |
| 3M | +184.1% | +27.9% | +156.3% | +186.0% |
| 6M | +143.3% | +25.5% | +117.8% | +144.4% |
| YTD | +359.9% | +81.2% | +278.7% | +359.7% |
| 1Y | +454.2% | +66.5% | +387.7% | +454.2% |
| 3Y | +26.0% | +76.7% | -50.7% | +25.4% |
| 5Y | -70.3% | +237.8% | -308.1% | -69.9% |
| All | +629.1% | +300.2% | +328.9% | +702.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling