+36.1%
MRNA vs ELF
-29.5%
+65.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +5.1% |
| 7D | -1.1% | -11.6% | +10.5% | +2.1% |
| 30D | +126.1% | +4.6% | +121.5% | +125.9% |
| 3M | +190.0% | +59.7% | +130.3% | +171.2% |
| 6M | +157.2% | +21.2% | +136.0% | +149.1% |
| YTD | +388.2% | +27.4% | +360.8% | +367.8% |
| 1Y | +467.0% | -29.8% | +496.8% | +475.9% |
| 3Y | +36.1% | -28.5% | +64.5% | +31.1% |
| All | +36.1% | -29.5% | +65.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 3y: compounded portfolio wealth divided by compounded ELF 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…
3y analysis · Full analysis span regression · 6 months rolling