+674.0%
MRNA vs COO
-18.1%
+692.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.6% |
| 7D | -1.1% | -22.5% | +21.4% | +8.4% |
| 30D | +126.1% | -29.7% | +155.9% | +157.8% |
| 3M | +190.0% | -20.1% | +210.2% | +215.1% |
| 6M | +157.2% | -26.9% | +184.1% | +188.2% |
| YTD | +388.2% | -34.2% | +422.4% | +468.7% |
| 1Y | +467.0% | -21.3% | +488.3% | +520.0% |
| 3Y | +36.1% | -38.7% | +74.7% | +58.9% |
| 5Y | -68.0% | -52.2% | -15.8% | -61.8% |
| All | +674.0% | -18.1% | +692.1% | +645.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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