+467.0%
MRNA vs ECL
+3.7%
+463.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +3.1% |
| 7D | -1.1% | -1.1% | 0.0% | +0.5% |
| 30D | +126.1% | -0.8% | +126.9% | +134.9% |
| 3M | +190.0% | +5.0% | +185.0% | +190.4% |
| 6M | +157.2% | +0.2% | +157.0% | +166.1% |
| YTD | +388.2% | +5.8% | +382.4% | +389.9% |
| 1Y | +467.0% | +1.5% | +465.5% | +489.1% |
| All | +467.0% | +3.7% | +463.4% | +489.1% |
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