+634.5%
MRNA vs EXPD
+191.7%
+442.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -8.2% | +1.2% | -9.4% | -8.7% |
| 30D | +125.6% | +6.8% | +118.7% | +119.5% |
| 3M | +197.1% | +14.9% | +182.1% | +179.0% |
| 6M | +148.5% | +34.6% | +113.9% | +116.6% |
| YTD | +363.3% | +27.7% | +335.6% | +309.7% |
| 1Y | +462.0% | +57.7% | +404.3% | +348.3% |
| 3Y | +26.9% | +70.9% | -44.0% | -2.3% |
| 5Y | -69.6% | +59.5% | -129.1% | -76.9% |
| All | +634.5% | +191.7% | +442.8% | +386.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling