+2.3%
MRNA vs COMP
-49.7%
+52.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -10.1% | +0.8% | -10.9% | -10.3% |
| 30D | +126.7% | -13.9% | +140.6% | +136.2% |
| 3M | +184.1% | +30.7% | +153.4% | +173.7% |
| 6M | +143.3% | +18.7% | +124.6% | +135.2% |
| YTD | +359.9% | +1.0% | +358.8% | +356.0% |
| 1Y | +454.2% | +15.1% | +439.1% | +431.5% |
| 3Y | +26.0% | +219.8% | -193.8% | -6.1% |
| 5Y | -70.3% | -28.7% | -41.6% | -69.0% |
| All | +2.3% | -49.7% | +52.0% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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