+634.5%
MRNA vs CRS
+1,084.9%
-450.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +0.9% |
| 7D | -8.2% | -4.1% | -4.1% | -8.0% |
| 30D | +125.6% | -16.6% | +142.1% | +128.0% |
| 3M | +197.1% | -14.3% | +211.3% | +199.4% |
| 6M | +148.5% | +11.6% | +136.9% | +144.0% |
| YTD | +363.3% | +42.6% | +320.7% | +345.3% |
| 1Y | +462.0% | +81.8% | +380.2% | +428.4% |
| 3Y | +26.9% | +632.1% | -605.1% | +9.5% |
| 5Y | -69.6% | +1,401.6% | -1,471.2% | -74.1% |
| All | +634.5% | +1,084.9% | -450.4% | +559.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling