+682.5%
MRNA vs ES
+35.3%
+647.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | +5.5% | +0.3% | +5.2% | +5.4% |
| 30D | +158.7% | -2.0% | +160.7% | +159.7% |
| 3M | +182.1% | +1.7% | +180.5% | +179.8% |
| 6M | +151.8% | -3.5% | +155.4% | +153.3% |
| YTD | +393.6% | +7.9% | +385.7% | +379.5% |
| 1Y | +499.5% | +17.2% | +482.3% | +465.9% |
| 3Y | +29.3% | +29.3% | 0.0% | +16.9% |
| 5Y | -65.1% | -5.7% | -59.3% | -65.6% |
| All | +682.5% | +35.3% | +647.2% | +476.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling