+654.5%
MRNA vs CMS
+63.5%
+591.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | -9.0% | +1.2% | -10.3% | -9.2% |
| 30D | +137.2% | -3.2% | +140.3% | +138.4% |
| 3M | +194.8% | -2.2% | +197.0% | +195.5% |
| 6M | +167.2% | -9.4% | +176.6% | +171.8% |
| YTD | +375.9% | +0.7% | +375.2% | +372.8% |
| 1Y | +465.2% | +0.4% | +464.8% | +462.5% |
| 3Y | +30.4% | +35.2% | -4.8% | +19.4% |
| 5Y | -66.8% | +24.1% | -91.0% | -69.1% |
| All | +654.5% | +63.5% | +591.0% | +463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling