+467.0%
MRNA vs DTE
+1.0%
+466.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.0% |
| 7D | -1.1% | -2.6% | +1.5% | -1.7% |
| 30D | +126.1% | -4.4% | +130.5% | +122.9% |
| 3M | +190.0% | -8.3% | +198.4% | +188.4% |
| 6M | +157.2% | -8.1% | +165.3% | +155.7% |
| YTD | +388.2% | +4.4% | +383.8% | +335.5% |
| 1Y | +467.0% | +0.2% | +466.9% | +460.0% |
| All | +467.0% | +1.0% | +466.1% | +460.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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