+674.0%
MRNA vs EFX
+79.9%
+594.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.1% |
| 7D | -1.1% | -4.5% | +3.5% | +1.0% |
| 30D | +126.1% | -6.1% | +132.2% | +135.2% |
| 3M | +190.0% | +6.2% | +183.8% | +187.2% |
| 6M | +157.2% | -11.2% | +168.4% | +169.4% |
| YTD | +388.2% | -21.4% | +409.6% | +429.0% |
| 1Y | +467.0% | -34.3% | +501.3% | +555.0% |
| 3Y | +36.1% | -12.5% | +48.6% | +40.5% |
| 5Y | -68.0% | -35.6% | -32.4% | -66.3% |
| All | +674.0% | +79.9% | +594.1% | +468.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling