+654.5%
MRNA vs ECL
+91.8%
+562.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -9.0% | -0.8% | -8.3% | -8.8% |
| 30D | +137.2% | -2.5% | +139.6% | +140.6% |
| 3M | +194.8% | +8.3% | +186.5% | +188.7% |
| 6M | +167.2% | -1.1% | +168.3% | +169.3% |
| YTD | +375.9% | +6.5% | +369.3% | +369.2% |
| 1Y | +465.2% | +2.1% | +463.1% | +464.3% |
| 3Y | +30.4% | +57.6% | -27.2% | +14.0% |
| 5Y | -66.8% | +28.1% | -94.9% | -71.2% |
| All | +654.5% | +91.8% | +562.7% | +352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling