+634.5%
MRNA vs DG
+28.8%
+605.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.1% |
| 7D | -8.2% | -6.3% | -1.9% | -6.8% |
| 30D | +125.6% | +2.4% | +123.1% | +124.8% |
| 3M | +197.1% | +12.4% | +184.6% | +188.8% |
| 6M | +148.5% | -14.9% | +163.4% | +156.5% |
| YTD | +363.3% | -6.1% | +369.3% | +367.7% |
| 1Y | +462.0% | +17.9% | +444.1% | +438.9% |
| 3Y | +26.9% | +3.1% | +23.8% | +20.1% |
| 5Y | -69.6% | -38.7% | -30.9% | -66.3% |
| All | +634.5% | +28.8% | +605.7% | +559.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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