+634.5%
MRNA vs EFV
+139.8%
+494.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -8.2% | -2.0% | -6.2% | -7.0% |
| 30D | +125.6% | -0.2% | +125.7% | +126.4% |
| 3M | +197.1% | +9.1% | +187.9% | +183.6% |
| 6M | +148.5% | +11.7% | +136.8% | +134.5% |
| YTD | +363.3% | +17.0% | +346.2% | +327.0% |
| 1Y | +462.0% | +26.7% | +435.3% | +397.4% |
| 3Y | +26.9% | +90.2% | -63.2% | -4.9% |
| 5Y | -69.6% | +96.1% | -165.7% | -77.9% |
| All | +634.5% | +139.8% | +494.7% | +459.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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