+634.5%
MRNA vs CMS
+60.8%
+573.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.9% |
| 7D | -8.2% | -1.3% | -6.9% | -8.0% |
| 30D | +125.6% | -2.8% | +128.3% | +126.5% |
| 3M | +197.1% | -7.1% | +204.2% | +200.9% |
| 6M | +148.5% | -10.0% | +158.5% | +152.9% |
| YTD | +363.3% | -0.9% | +364.2% | +361.6% |
| 1Y | +462.0% | -2.0% | +464.0% | +461.9% |
| 3Y | +26.9% | +33.0% | -6.1% | +16.6% |
| 5Y | -69.6% | +24.3% | -93.9% | -71.7% |
| All | +634.5% | +60.8% | +573.7% | +450.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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