+36.1%
MRNA vs EXE
+15.6%
+20.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.5% | +5.8% |
| 7D | -1.1% | -3.1% | +2.1% | -0.5% |
| 30D | +126.1% | -0.9% | +127.0% | +126.5% |
| 3M | +190.0% | +9.6% | +180.5% | +184.5% |
| 6M | +157.2% | -11.6% | +168.8% | +163.8% |
| YTD | +388.2% | -12.6% | +400.8% | +399.8% |
| 1Y | +467.0% | +1.2% | +465.9% | +459.8% |
| 3Y | +36.1% | +18.0% | +18.0% | +20.0% |
| All | +36.1% | +15.6% | +20.5% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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