+499.5%
MRNA vs ESI
+44.5%
+454.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.2% | -2.5% |
| 7D | +5.5% | +3.3% | +2.2% | +5.0% |
| 30D | +158.7% | -5.9% | +164.6% | +161.8% |
| 3M | +182.1% | -14.1% | +196.2% | +185.9% |
| 6M | +151.8% | +6.6% | +145.2% | +122.5% |
| YTD | +393.6% | +45.0% | +348.5% | +260.7% |
| 1Y | +499.5% | +41.5% | +458.0% | +334.1% |
| All | +499.5% | +44.5% | +454.9% | +334.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling