+28.2%
MRNA vs ESTC
+11.0%
+17.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.9% |
| 7D | -10.1% | -3.3% | -6.7% | -9.5% |
| 30D | +126.7% | +13.4% | +113.3% | +119.8% |
| 3M | +184.1% | +41.3% | +142.8% | +163.7% |
| 6M | +143.3% | +62.6% | +80.7% | +118.6% |
| YTD | +359.9% | +14.8% | +345.1% | +337.9% |
| 1Y | +454.2% | -5.1% | +459.2% | +447.4% |
| All | +28.2% | +11.0% | +17.2% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 3y: compounded portfolio wealth divided by compounded ESTC 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…
3y analysis · Full analysis span regression · 6 months rolling