+438.1%
MRNA vs CP
+19.7%
+418.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.4% |
| 7D | -8.2% | -2.7% | -5.5% | -7.0% |
| 30D | +125.6% | -3.4% | +128.9% | +130.6% |
| 3M | +197.1% | -0.6% | +197.7% | +200.0% |
| 6M | +148.5% | +6.3% | +142.2% | +141.5% |
| YTD | +363.3% | +21.2% | +342.1% | +315.6% |
| All | +438.1% | +19.7% | +418.4% | +384.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling