-65.7%
MRNA vs DTE
+30.3%
-96.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.6% |
| 7D | -1.1% | -2.6% | +1.5% | -0.6% |
| 30D | +126.1% | -4.4% | +130.5% | +127.8% |
| 3M | +190.0% | -8.3% | +198.4% | +195.3% |
| 6M | +157.2% | -8.1% | +165.3% | +160.9% |
| YTD | +388.2% | +4.4% | +383.8% | +375.4% |
| 1Y | +467.0% | +0.2% | +466.9% | +459.9% |
| 3Y | +36.1% | +42.6% | -6.5% | +17.4% |
| All | -65.7% | +30.3% | -96.0% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling