+654.5%
MRNA vs COO
+2.8%
+651.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.5% |
| 7D | -9.0% | -2.3% | -6.7% | -8.2% |
| 30D | +137.2% | -8.8% | +146.0% | +146.5% |
| 3M | +194.8% | +1.3% | +193.5% | +194.3% |
| 6M | +167.2% | -11.6% | +178.8% | +179.9% |
| YTD | +375.9% | -17.4% | +393.3% | +411.3% |
| 1Y | +465.2% | -1.6% | +466.8% | +471.1% |
| 3Y | +30.4% | -22.6% | +53.0% | +40.2% |
| 5Y | -66.8% | -40.3% | -26.5% | -63.5% |
| All | +654.5% | +2.8% | +651.6% | +570.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling