+629.1%
MRNA vs CSGP
-21.1%
+650.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.1% |
| 7D | -10.1% | -5.4% | -4.7% | -7.5% |
| 30D | +126.7% | -6.0% | +132.8% | +139.9% |
| 3M | +184.1% | -12.8% | +196.9% | +206.5% |
| 6M | +143.3% | -38.9% | +182.2% | +198.8% |
| YTD | +359.9% | -56.0% | +415.9% | +534.8% |
| 1Y | +454.2% | -66.4% | +520.6% | +748.5% |
| 3Y | +26.0% | -64.2% | +90.2% | +86.6% |
| 5Y | -70.3% | -67.0% | -3.2% | -58.3% |
| All | +629.1% | -21.1% | +650.1% | +773.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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