-69.6%
MRNA vs IR
+35.0%
-104.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | -8.2% | -3.1% | -5.2% | -6.5% |
| 30D | +125.6% | -14.0% | +139.6% | +147.4% |
| 3M | +197.1% | +3.7% | +193.3% | +187.0% |
| 6M | +148.5% | -15.4% | +163.9% | +170.2% |
| YTD | +363.3% | -7.7% | +370.9% | +374.5% |
| 1Y | +462.0% | -8.8% | +470.8% | +479.2% |
| 3Y | +26.9% | +5.6% | +21.3% | +17.9% |
| 5Y | -69.6% | +34.3% | -103.9% | -79.4% |
| All | -69.6% | +35.0% | -104.6% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling