+629.1%
MRNA vs ELF
+801.6%
-172.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -2.6% |
| 7D | -10.1% | -6.8% | -3.3% | -8.9% |
| 30D | +126.7% | +5.1% | +121.7% | +126.1% |
| 3M | +184.1% | +79.8% | +104.3% | +162.8% |
| 6M | +143.3% | +29.7% | +113.6% | +134.2% |
| YTD | +359.9% | +31.6% | +328.2% | +340.2% |
| 1Y | +454.2% | -27.9% | +482.1% | +462.5% |
| 3Y | +26.0% | -26.4% | +52.4% | +20.4% |
| 5Y | -70.3% | +235.6% | -305.9% | -77.6% |
| All | +629.1% | +801.6% | -172.5% | +420.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling