+3.9%
MRNA vs IP
-12.0%
+15.9%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.4% | +4.9% |
| 7D | +14.6% | -5.1% | +19.7% | +17.5% |
| 30D | +29.4% | +8.5% | +20.9% | +24.6% |
| 3M | +371.9% | -13.8% | +385.8% | +410.0% |
| 6M | +421.0% | +5.7% | +415.2% | +415.9% |
| YTD | +762.0% | -9.1% | +771.1% | +786.4% |
| 1Y | +944.8% | -0.8% | +945.6% | +934.1% |
| 3Y | +252.7% | +14.8% | +237.9% | +217.6% |
| All | +3.9% | -12.0% | +15.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 5y: compounded portfolio wealth divided by compounded IP 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…
5y analysis · Full analysis span regression · 6 months rolling