+28.2%
MRNA vs ES
+30.3%
-2.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.0% |
| 7D | -10.1% | 0.0% | -10.1% | -10.1% |
| 30D | +126.7% | -1.0% | +127.8% | +126.8% |
| 3M | +184.1% | +1.5% | +182.6% | +182.0% |
| 6M | +143.3% | -3.5% | +146.8% | +144.8% |
| YTD | +359.9% | +7.0% | +352.9% | +348.3% |
| 1Y | +454.2% | +15.3% | +438.9% | +425.8% |
| All | +28.2% | +30.3% | -2.1% | +13.0% |
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