+28.2%
MRNA vs CMS
+34.5%
-6.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.4% |
| 7D | -10.1% | +0.2% | -10.2% | -10.1% |
| 30D | +126.7% | -1.3% | +128.0% | +125.9% |
| 3M | +184.1% | -5.4% | +189.5% | +184.1% |
| 6M | +143.3% | -10.3% | +153.6% | +145.5% |
| YTD | +359.9% | -0.2% | +360.1% | +356.5% |
| 1Y | +454.2% | -0.9% | +455.0% | +453.6% |
| All | +28.2% | +34.5% | -6.4% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling