+674.0%
MRNA vs IR
+242.2%
+431.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -1.1% | -4.5% | +3.4% | +0.5% |
| 30D | +126.1% | -13.9% | +140.1% | +137.9% |
| 3M | +190.0% | -0.3% | +190.4% | +188.9% |
| 6M | +157.2% | -14.3% | +171.6% | +168.7% |
| YTD | +388.2% | -7.9% | +396.1% | +398.0% |
| 1Y | +467.0% | -9.9% | +476.9% | +482.5% |
| 3Y | +36.1% | +6.5% | +29.5% | +35.6% |
| 5Y | -68.0% | +34.0% | -102.0% | -70.3% |
| All | +674.0% | +242.2% | +431.8% | +512.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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