+654.5%
MRNA vs EXPE
+134.7%
+519.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.9% | +4.3% | -2.7% |
| 7D | -9.0% | -9.8% | +0.7% | -8.0% |
| 30D | +137.2% | -11.5% | +148.7% | +140.6% |
| 3M | +194.8% | +21.7% | +173.1% | +189.5% |
| 6M | +167.2% | +10.4% | +156.8% | +164.2% |
| YTD | +375.9% | -2.5% | +378.4% | +375.0% |
| 1Y | +465.2% | +27.3% | +437.8% | +448.8% |
| 3Y | +30.4% | +153.5% | -123.1% | +20.3% |
| 5Y | -66.8% | +91.1% | -157.9% | -69.5% |
| All | +654.5% | +134.7% | +519.8% | +569.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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