+674.0%
MRNA vs CRS
+1,071.5%
-397.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +5.5% |
| 7D | -1.1% | -6.8% | +5.7% | -0.6% |
| 30D | +126.1% | -16.1% | +142.2% | +128.4% |
| 3M | +190.0% | -21.2% | +211.2% | +194.4% |
| 6M | +157.2% | +8.7% | +148.5% | +153.1% |
| YTD | +388.2% | +41.0% | +347.2% | +369.6% |
| 1Y | +467.0% | +82.7% | +384.4% | +432.8% |
| 3Y | +36.1% | +604.8% | -568.7% | +17.6% |
| 5Y | -68.0% | +1,384.7% | -1,452.7% | -72.7% |
| All | +674.0% | +1,071.5% | -397.5% | +595.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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