+987.9%
MRNA vs DVA
+62.2%
+925.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +5.8% | +7.3% | +12.9% |
| 7D | +20.6% | +4.7% | +15.9% | +20.4% |
| 30D | +27.1% | +7.8% | +19.3% | +26.9% |
| 3M | +353.4% | -15.5% | +368.9% | +366.0% |
| 6M | +446.3% | +25.0% | +421.2% | +439.3% |
| YTD | +776.2% | +69.6% | +706.6% | +797.1% |
| 1Y | +987.9% | +60.6% | +927.3% | +1,058.7% |
| All | +987.9% | +62.2% | +925.8% | +1,058.7% |
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