+674.0%
MRNA vs EL
-24.0%
+698.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.0% |
| 7D | -1.1% | -6.5% | +5.4% | +2.4% |
| 30D | +126.1% | +11.1% | +115.0% | +122.8% |
| 3M | +190.0% | +10.7% | +179.3% | +185.5% |
| 6M | +157.2% | +6.9% | +150.4% | +154.1% |
| YTD | +388.2% | -6.3% | +394.5% | +397.6% |
| 1Y | +467.0% | +13.5% | +453.6% | +446.9% |
| 3Y | +36.1% | -33.1% | +69.1% | +41.2% |
| 5Y | -68.0% | -68.8% | +0.8% | -63.3% |
| All | +674.0% | -24.0% | +698.0% | +617.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling