+674.0%
MRNA vs ESI
+225.9%
+448.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.3% |
| 7D | -1.1% | -4.6% | +3.6% | -0.2% |
| 30D | +126.1% | -10.5% | +136.6% | +130.4% |
| 3M | +190.0% | -19.8% | +209.8% | +200.3% |
| 6M | +157.2% | +5.8% | +151.4% | +147.6% |
| YTD | +388.2% | +38.3% | +349.9% | +342.6% |
| 1Y | +467.0% | +31.5% | +435.5% | +419.1% |
| 3Y | +36.1% | +80.7% | -44.6% | +19.4% |
| 5Y | -68.0% | +69.4% | -137.4% | -72.1% |
| All | +674.0% | +225.9% | +448.2% | +680.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling