+987.9%
MRNA vs ECL
+23.8%
+964.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +3.4% | +9.7% | +8.3% |
| 7D | +20.6% | +7.7% | +12.9% | +8.9% |
| 30D | +27.1% | +13.7% | +13.5% | +5.5% |
| 3M | +353.4% | +11.6% | +341.8% | +292.8% |
| 6M | +446.3% | +23.9% | +422.3% | +340.0% |
| YTD | +776.2% | +21.0% | +755.2% | +617.6% |
| 1Y | +987.9% | +23.1% | +964.8% | +786.0% |
| All | +987.9% | +23.8% | +964.2% | +786.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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