+1,143.8%
MRNA vs EXPD
+201.5%
+942.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.6% | -7.5% | -7.2% |
| 7D | -4.2% | +3.6% | -7.8% | -5.7% |
| 30D | +7.0% | +0.3% | +6.7% | +6.8% |
| 3M | +263.4% | +6.1% | +257.3% | +253.8% |
| 6M | +334.3% | +27.4% | +306.9% | +289.3% |
| YTD | +684.5% | +32.0% | +652.5% | +582.9% |
| 1Y | +766.2% | +40.5% | +725.6% | +634.0% |
| 3Y | +230.3% | +75.7% | +154.6% | +151.1% |
| 5Y | +0.1% | +61.7% | -61.7% | -24.8% |
| All | +1,143.8% | +201.5% | +942.4% | +710.9% |
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