+674.0%
MRNA vs CG
+214.7%
+459.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +6.0% |
| 7D | -1.1% | -9.9% | +8.8% | +2.4% |
| 30D | +126.1% | -11.7% | +137.8% | +137.0% |
| 3M | +190.0% | -4.3% | +194.3% | +195.3% |
| 6M | +157.2% | -8.8% | +166.0% | +166.0% |
| YTD | +388.2% | -26.9% | +415.1% | +437.5% |
| 1Y | +467.0% | -35.4% | +502.5% | +547.4% |
| 3Y | +36.1% | +43.0% | -7.0% | +25.5% |
| 5Y | -68.0% | +1.9% | -69.9% | -69.9% |
| All | +674.0% | +214.7% | +459.4% | +563.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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