+0.1%
MRNA vs ES
+6.0%
-5.9%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.9% | -7.8% | -7.2% |
| 7D | -4.2% | -1.1% | -3.1% | -4.0% |
| 30D | +7.0% | +8.2% | -1.2% | +4.1% |
| 3M | +263.4% | +0.6% | +262.7% | +260.8% |
| 6M | +334.3% | +6.0% | +328.3% | +322.5% |
| YTD | +684.5% | +9.3% | +675.2% | +652.4% |
| 1Y | +766.2% | +1.1% | +765.0% | +752.2% |
| 3Y | +230.3% | +51.9% | +178.3% | +169.9% |
| 5Y | +0.1% | +6.5% | -6.4% | -3.0% |
| All | +0.1% | +6.0% | -5.9% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling