+654.5%
MRNA vs ESTC
+15.6%
+638.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -2.6% |
| 7D | -9.0% | -4.3% | -4.7% | -8.1% |
| 30D | +137.2% | +17.7% | +119.4% | +125.7% |
| 3M | +194.8% | +42.3% | +152.5% | +167.1% |
| 6M | +167.2% | +64.6% | +102.6% | +131.5% |
| YTD | +375.9% | +17.2% | +358.7% | +343.1% |
| 1Y | +465.2% | -4.2% | +469.4% | +451.3% |
| 3Y | +30.4% | +13.5% | +16.9% | +13.4% |
| 5Y | -66.8% | -45.5% | -21.3% | -68.7% |
| All | +654.5% | +15.6% | +638.9% | +571.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling