+674.0%
MRNA vs CTAS
+390.7%
+283.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.8% | +5.0% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | +126.1% | -0.7% | +126.8% | +126.7% |
| 3M | +190.0% | +11.1% | +179.0% | +183.4% |
| 6M | +157.2% | +2.1% | +155.1% | +155.4% |
| YTD | +388.2% | +8.0% | +380.2% | +378.7% |
| 1Y | +467.0% | -0.5% | +467.5% | +465.2% |
| 3Y | +36.1% | +66.2% | -30.1% | +22.1% |
| 5Y | -68.0% | +109.2% | -177.1% | -72.4% |
| All | +674.0% | +390.7% | +283.3% | +367.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling