+794.9%
MRNA vs CMS
-2.7%
+797.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -2.4% |
| 7D | -12.1% | +1.7% | -13.9% | -11.2% |
| 30D | -1.3% | +6.2% | -7.5% | +2.8% |
| 3M | +250.9% | +0.6% | +250.3% | +257.5% |
| 6M | +343.0% | -1.8% | +344.8% | +356.4% |
| YTD | +657.4% | +3.8% | +653.6% | +660.6% |
| 1Y | +794.9% | -1.8% | +796.7% | +851.8% |
| All | +794.9% | -2.7% | +797.6% | +851.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling