-65.7%
MRNA vs EME
+575.5%
-641.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.3% | +1.1% | +4.8% |
| 7D | -1.1% | +3.5% | -4.6% | -1.5% |
| 30D | +126.1% | -6.3% | +132.4% | +127.9% |
| 3M | +190.0% | -3.8% | +193.8% | +188.0% |
| 6M | +157.2% | +8.5% | +148.7% | +149.2% |
| YTD | +388.2% | +27.8% | +360.4% | +357.9% |
| 1Y | +467.0% | +22.2% | +444.8% | +424.4% |
| 3Y | +36.1% | +253.5% | -217.4% | -2.4% |
| All | -65.7% | +575.5% | -641.2% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling