+682.5%
MRNA vs CSGP
-17.5%
+700.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.0% |
| 7D | +5.5% | -4.1% | +9.5% | +7.7% |
| 30D | +158.7% | +2.3% | +156.4% | +163.8% |
| 3M | +182.1% | -8.2% | +190.3% | +196.6% |
| 6M | +151.8% | -35.1% | +186.9% | +200.1% |
| YTD | +393.6% | -54.0% | +447.6% | +566.1% |
| 1Y | +499.5% | -65.3% | +564.8% | +801.4% |
| 3Y | +29.3% | -62.6% | +91.9% | +87.2% |
| 5Y | -65.1% | -64.8% | -0.3% | -52.3% |
| All | +682.5% | -17.5% | +700.0% | +816.3% |
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