-65.7%
MRNA vs CRS
+1,363.4%
-1,429.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +5.6% |
| 7D | -1.1% | -6.8% | +5.7% | 0.0% |
| 30D | +126.1% | -16.1% | +142.2% | +131.7% |
| 3M | +190.0% | -21.2% | +211.2% | +200.4% |
| 6M | +157.2% | +8.7% | +148.5% | +147.3% |
| YTD | +388.2% | +41.0% | +347.2% | +343.5% |
| 1Y | +467.0% | +82.7% | +384.4% | +384.0% |
| 3Y | +36.1% | +604.8% | -568.7% | -14.2% |
| All | -65.7% | +1,363.4% | -1,429.1% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling