+674.0%
MRNA vs ECL
+90.4%
+583.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.7% |
| 7D | -1.1% | -1.1% | 0.0% | -0.6% |
| 30D | +126.1% | -0.8% | +126.9% | +128.4% |
| 3M | +190.0% | +5.0% | +185.0% | +187.1% |
| 6M | +157.2% | +0.2% | +157.0% | +158.4% |
| YTD | +388.2% | +5.8% | +382.4% | +382.9% |
| 1Y | +467.0% | +1.5% | +465.5% | +467.6% |
| 3Y | +36.1% | +55.0% | -18.9% | +19.7% |
| 5Y | -68.0% | +29.3% | -97.2% | -72.2% |
| All | +674.0% | +90.4% | +583.6% | +365.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling