+30.4%
MRNA vs COMP
+221.9%
-191.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.7% |
| 7D | -9.0% | +4.1% | -13.1% | -10.1% |
| 30D | +137.2% | -14.5% | +151.7% | +149.8% |
| 3M | +194.8% | +41.8% | +153.0% | +180.6% |
| 6M | +167.2% | +23.6% | +143.6% | +157.4% |
| YTD | +375.9% | +1.7% | +374.2% | +374.2% |
| 1Y | +465.2% | +12.6% | +452.6% | +447.3% |
| 3Y | +30.4% | +221.9% | -191.5% | -16.5% |
| All | +30.4% | +221.9% | -191.5% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling