+114.5%
MRNA vs EOSE
-60.6%
+175.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.5% |
| 7D | -1.1% | +1.8% | -2.9% | -1.4% |
| 30D | +126.1% | -6.8% | +133.0% | +127.5% |
| 3M | +190.0% | -36.3% | +226.3% | +202.5% |
| 6M | +157.2% | -38.8% | +196.0% | +165.3% |
| YTD | +388.2% | -65.5% | +453.7% | +425.7% |
| 1Y | +467.0% | -45.3% | +512.3% | +475.0% |
| 3Y | +36.1% | +44.2% | -8.1% | +12.3% |
| 5Y | -68.0% | -69.5% | +1.5% | -72.4% |
| All | +114.5% | -60.6% | +175.1% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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