-69.8%
MRNA vs CFG
+95.4%
-165.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.1% |
| 7D | -10.1% | -0.6% | -9.5% | -9.9% |
| 30D | +126.7% | -4.5% | +131.3% | +128.2% |
| 3M | +184.1% | +6.3% | +177.8% | +172.6% |
| 6M | +143.3% | +20.6% | +122.7% | +121.3% |
| YTD | +359.9% | +21.2% | +338.6% | +317.4% |
| 1Y | +454.2% | +38.2% | +416.0% | +376.5% |
| 3Y | +26.0% | +185.9% | -159.9% | -17.8% |
| All | -69.8% | +95.4% | -165.2% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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