+499.5%
MRNA vs CTAS
-1.7%
+501.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +5.5% | -1.8% | +7.3% | +6.6% |
| 30D | +158.7% | -0.2% | +158.9% | +158.8% |
| 3M | +182.1% | +11.7% | +170.4% | +174.0% |
| 6M | +151.8% | +0.7% | +151.1% | +157.7% |
| YTD | +393.6% | +7.4% | +386.1% | +384.6% |
| 1Y | +499.5% | -2.1% | +501.6% | +537.9% |
| All | +499.5% | -1.7% | +501.2% | +537.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling