+1,346.2%
MRNA vs CSGP
-16.6%
+1,362.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.6% | +4.8% |
| 7D | +21.8% | -1.8% | +23.6% | +22.9% |
| 30D | +19.6% | +5.3% | +14.3% | +13.7% |
| 3M | +354.6% | +3.3% | +351.3% | +347.1% |
| 6M | +394.9% | -4.7% | +399.6% | +395.8% |
| YTD | +812.2% | -53.5% | +865.7% | +1,087.9% |
| 1Y | +996.2% | -53.7% | +1,049.9% | +1,329.4% |
| 3Y | +287.0% | -59.7% | +346.7% | +430.0% |
| 5Y | +13.6% | -62.5% | +76.0% | +48.8% |
| All | +1,346.2% | -16.6% | +1,362.9% | +1,534.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling