+654.5%
MRNA vs CG
+241.5%
+413.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.8% |
| 7D | -9.0% | -1.3% | -7.8% | -8.6% |
| 30D | +137.2% | -3.2% | +140.3% | +141.1% |
| 3M | +194.8% | +6.2% | +188.6% | +190.1% |
| 6M | +167.2% | -4.7% | +171.9% | +171.8% |
| YTD | +375.9% | -20.6% | +396.5% | +409.8% |
| 1Y | +465.2% | -26.4% | +491.5% | +518.8% |
| 3Y | +30.4% | +55.4% | -25.0% | +17.0% |
| 5Y | -66.8% | +9.8% | -76.6% | -69.7% |
| All | +654.5% | +241.5% | +413.0% | +529.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling