-69.6%
MRNA vs ECL
+26.5%
-96.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.9% |
| 7D | -8.2% | -2.6% | -5.6% | -6.5% |
| 30D | +125.6% | -4.6% | +130.1% | +135.1% |
| 3M | +197.1% | +6.0% | +191.1% | +190.8% |
| 6M | +148.5% | -3.0% | +151.4% | +155.3% |
| YTD | +363.3% | +4.0% | +359.3% | +358.5% |
| 1Y | +462.0% | +2.0% | +460.0% | +461.0% |
| 3Y | +26.9% | +53.9% | -27.0% | -2.1% |
| 5Y | -69.6% | +27.1% | -96.7% | -79.6% |
| All | -69.6% | +26.5% | -96.1% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling