+36.1%
MRNA vs CRS
+612.2%
-576.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +5.5% |
| 7D | -1.1% | -6.8% | +5.7% | -0.2% |
| 30D | +126.1% | -16.1% | +142.2% | +130.3% |
| 3M | +190.0% | -21.2% | +211.2% | +198.8% |
| 6M | +157.2% | +8.7% | +148.5% | +145.1% |
| YTD | +388.2% | +41.0% | +347.2% | +339.1% |
| 1Y | +467.0% | +82.7% | +384.4% | +378.1% |
| 3Y | +36.1% | +604.8% | -568.7% | -13.8% |
| All | +36.1% | +612.2% | -576.2% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling