-33.9%
MRNA vs DOCS
-36.0%
+2.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.5% | -1.7% |
| 7D | +5.5% | -1.4% | +6.9% | +5.7% |
| 30D | +158.7% | +21.8% | +136.9% | +149.1% |
| 3M | +182.1% | +27.3% | +154.8% | +170.0% |
| 6M | +151.8% | -0.3% | +152.2% | +148.0% |
| YTD | +393.6% | -40.5% | +434.0% | +423.6% |
| 1Y | +499.5% | -61.5% | +561.0% | +578.7% |
| 3Y | +29.3% | +8.2% | +21.1% | +16.4% |
| 5Y | -65.1% | -73.4% | +8.4% | -66.6% |
| All | -33.9% | -36.0% | +2.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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