+654.5%
MRNA vs IR
+252.5%
+402.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -1.9% | -3.0% |
| 7D | -9.0% | +0.6% | -9.7% | -9.2% |
| 30D | +137.2% | -13.6% | +150.8% | +149.1% |
| 3M | +194.8% | +3.7% | +191.1% | +190.0% |
| 6M | +167.2% | -13.1% | +180.2% | +177.7% |
| YTD | +375.9% | -5.1% | +381.0% | +380.7% |
| 1Y | +465.2% | -6.5% | +471.6% | +473.5% |
| 3Y | +30.4% | +8.5% | +21.9% | +28.9% |
| 5Y | -66.8% | +43.3% | -110.1% | -69.6% |
| All | +654.5% | +252.5% | +402.0% | +491.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling