+9.8%
MRNA vs COMP
-47.7%
+57.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.3% |
| 7D | +5.5% | +1.4% | +4.1% | +5.0% |
| 30D | +158.7% | -13.3% | +172.1% | +168.9% |
| 3M | +182.1% | +41.1% | +141.0% | +167.4% |
| 6M | +151.8% | +17.2% | +134.6% | +143.7% |
| YTD | +393.6% | +5.2% | +388.4% | +385.0% |
| 1Y | +499.5% | +18.9% | +480.5% | +470.7% |
| 3Y | +29.3% | +215.9% | -186.6% | -3.6% |
| 5Y | -65.1% | -31.2% | -33.9% | -63.2% |
| All | +9.8% | -47.7% | +57.5% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling