+629.1%
MRNA vs EL
-22.7%
+651.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -1.9% |
| 7D | -10.1% | -2.4% | -7.7% | -9.0% |
| 30D | +126.7% | +13.7% | +113.1% | +121.2% |
| 3M | +184.1% | +14.5% | +169.6% | +176.2% |
| 6M | +143.3% | +7.4% | +135.9% | +139.0% |
| YTD | +359.9% | -4.7% | +364.5% | +364.7% |
| 1Y | +454.2% | +12.9% | +441.3% | +433.1% |
| 3Y | +26.0% | -32.2% | +58.2% | +29.8% |
| 5Y | -70.3% | -68.4% | -1.9% | -66.2% |
| All | +629.1% | -22.7% | +651.8% | +569.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling