+987.9%
MRNA vs CTAS
+25.6%
+962.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +2.4% | +10.7% | +11.9% |
| 7D | +20.6% | +7.6% | +13.0% | +16.6% |
| 30D | +27.1% | +17.2% | +9.9% | +15.9% |
| 3M | +353.4% | +12.8% | +340.6% | +318.6% |
| 6M | +446.3% | +38.0% | +408.3% | +389.2% |
| YTD | +776.2% | +22.7% | +753.5% | +697.6% |
| 1Y | +987.9% | +25.6% | +962.3% | +869.8% |
| All | +987.9% | +25.6% | +962.3% | +869.8% |
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