+629.1%
MRNA vs ESI
+239.5%
+389.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | -10.1% | +3.9% | -14.0% | -10.8% |
| 30D | +126.7% | -3.8% | +130.5% | +127.6% |
| 3M | +184.1% | -13.1% | +197.2% | +189.2% |
| 6M | +143.3% | +11.3% | +132.0% | +131.8% |
| YTD | +359.9% | +44.1% | +315.8% | +313.7% |
| 1Y | +454.2% | +40.3% | +413.9% | +401.1% |
| 3Y | +26.0% | +84.1% | -58.1% | +9.9% |
| 5Y | -70.3% | +75.8% | -146.1% | -74.3% |
| All | +629.1% | +239.5% | +389.6% | +629.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling