-65.7%
MRNA vs ESTC
-47.6%
-18.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -1.1% | -9.2% | +8.1% | +1.8% |
| 30D | +126.1% | +8.1% | +118.0% | +118.6% |
| 3M | +190.0% | +38.5% | +151.6% | +160.3% |
| 6M | +157.2% | +57.8% | +99.4% | +119.9% |
| YTD | +388.2% | +10.5% | +377.7% | +356.7% |
| 1Y | +467.0% | -6.4% | +473.4% | +454.6% |
| 3Y | +36.1% | +4.7% | +31.4% | +15.6% |
| All | -65.7% | -47.6% | -18.1% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling