+674.0%
MRNA vs DVA
+199.6%
+474.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +193.7% |
| 6M | +157.2% | +17.3% | +140.0% | +151.5% |
| YTD | +388.2% | +59.8% | +328.4% | +359.1% |
| 1Y | +467.0% | +36.3% | +430.8% | +443.6% |
| 3Y | +36.1% | +88.6% | -52.5% | +24.6% |
| 5Y | -68.0% | +47.5% | -115.5% | -70.2% |
| All | +674.0% | +199.6% | +474.4% | +580.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling