-65.7%
MRNA vs DVA
+46.8%
-112.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | +126.1% | 0.0% | +126.1% | +126.1% |
| 3M | +190.0% | -10.9% | +201.0% | +193.6% |
| 6M | +157.2% | +17.3% | +140.0% | +152.1% |
| YTD | +388.2% | +59.8% | +328.4% | +362.9% |
| 1Y | +467.0% | +36.3% | +430.8% | +447.3% |
| 3Y | +36.1% | +88.6% | -52.5% | +26.8% |
| All | -65.7% | +46.8% | -112.5% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling