+629.1%
MRNA vs COR
+386.5%
+242.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.3% |
| 7D | -10.1% | -3.9% | -6.2% | -9.8% |
| 30D | +126.7% | -0.3% | +127.1% | +126.8% |
| 3M | +184.1% | +15.9% | +168.2% | +180.6% |
| 6M | +143.3% | -10.3% | +153.5% | +145.4% |
| YTD | +359.9% | -3.7% | +363.6% | +360.1% |
| 1Y | +454.2% | +9.1% | +445.1% | +448.0% |
| 3Y | +26.0% | +86.6% | -60.6% | +14.8% |
| 5Y | -70.3% | +180.9% | -251.2% | -74.7% |
| All | +629.1% | +386.5% | +242.5% | +431.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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