+499.5%
MRNA vs DVA
+35.1%
+464.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | +5.5% | +1.8% | +3.6% | +5.3% |
| 30D | +158.7% | -2.5% | +161.2% | +159.9% |
| 3M | +182.1% | -4.3% | +186.4% | +184.0% |
| 6M | +151.8% | +18.9% | +133.0% | +151.0% |
| YTD | +393.6% | +61.9% | +331.6% | +410.0% |
| 1Y | +499.5% | +35.7% | +463.7% | +532.8% |
| All | +499.5% | +35.1% | +464.3% | +532.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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