+629.1%
MRNA vs CTAS
+387.2%
+241.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -3.3% |
| 7D | -10.1% | +1.0% | -11.1% | -10.3% |
| 30D | +126.7% | -1.1% | +127.8% | +127.5% |
| 3M | +184.1% | +11.5% | +172.6% | +177.5% |
| 6M | +143.3% | +0.2% | +143.1% | +142.5% |
| YTD | +359.9% | +7.2% | +352.7% | +351.6% |
| 1Y | +454.2% | 0.0% | +454.2% | +452.0% |
| 3Y | +26.0% | +65.9% | -39.9% | +13.1% |
| 5Y | -70.3% | +109.6% | -179.8% | -74.3% |
| All | +629.1% | +387.2% | +241.9% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling