+36.1%
MRNA vs CG
+42.2%
-6.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +6.3% |
| 7D | -1.1% | -9.9% | +8.8% | +4.9% |
| 30D | +126.1% | -11.7% | +137.8% | +144.6% |
| 3M | +190.0% | -4.3% | +194.3% | +199.4% |
| 6M | +157.2% | -8.8% | +166.0% | +171.8% |
| YTD | +388.2% | -26.9% | +415.1% | +471.2% |
| 1Y | +467.0% | -35.4% | +502.5% | +604.3% |
| 3Y | +36.1% | +43.0% | -7.0% | +15.4% |
| All | +36.1% | +42.2% | -6.1% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling