+218.1%
MRNA vs EXR
+53.5%
+164.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.6% |
| 7D | -12.1% | -0.4% | -11.7% | -11.8% |
| 30D | -1.3% | +18.2% | -19.5% | -10.8% |
| 3M | +250.9% | +7.3% | +243.6% | +237.0% |
| 6M | +343.0% | +13.8% | +329.2% | +308.4% |
| YTD | +657.4% | +25.9% | +631.5% | +555.5% |
| 1Y | +794.9% | +25.8% | +769.1% | +674.7% |
| 3Y | +218.1% | +53.7% | +164.4% | +143.7% |
| All | +218.1% | +53.5% | +164.6% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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