+229.5%
MRNA vs ES
+52.1%
+177.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.9% | -7.8% | -7.1% |
| 7D | -4.2% | -1.1% | -3.1% | -4.1% |
| 30D | +7.0% | +8.2% | -1.2% | +5.1% |
| 3M | +263.4% | +0.6% | +262.7% | +262.3% |
| 6M | +334.3% | +6.0% | +328.3% | +326.0% |
| YTD | +684.5% | +9.3% | +675.2% | +661.1% |
| 1Y | +766.2% | +1.1% | +765.0% | +758.0% |
| All | +229.5% | +52.1% | +177.4% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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