-65.7%
MRNA vs EFX
-36.2%
-29.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.0% |
| 7D | -1.1% | -4.5% | +3.5% | +1.9% |
| 30D | +126.1% | -6.1% | +132.2% | +139.0% |
| 3M | +190.0% | +6.2% | +183.8% | +185.5% |
| 6M | +157.2% | -11.2% | +168.4% | +174.2% |
| YTD | +388.2% | -21.4% | +409.6% | +446.5% |
| 1Y | +467.0% | -34.3% | +501.3% | +598.9% |
| 3Y | +36.1% | -12.5% | +48.6% | +34.7% |
| All | -65.7% | -36.2% | -29.5% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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