+674.0%
MRNA vs ET
+191.9%
+482.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.4% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | +126.1% | +2.9% | +123.3% | +125.4% |
| 3M | +190.0% | +16.8% | +173.2% | +185.6% |
| 6M | +157.2% | +18.9% | +138.4% | +152.5% |
| YTD | +388.2% | +37.7% | +350.5% | +372.5% |
| 1Y | +467.0% | +32.4% | +434.6% | +450.7% |
| 3Y | +36.1% | +99.5% | -63.4% | +28.5% |
| 5Y | -68.0% | +244.0% | -311.9% | -70.1% |
| All | +674.0% | +191.9% | +482.2% | +729.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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