-65.7%
MRNA vs IT
-42.9%
-22.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.3% | +0.1% | +3.1% |
| 7D | -1.1% | -3.7% | +2.6% | +0.5% |
| 30D | +126.1% | +0.1% | +126.0% | +128.0% |
| 3M | +190.0% | +20.7% | +169.3% | +169.3% |
| 6M | +157.2% | +12.0% | +145.3% | +141.7% |
| YTD | +388.2% | -28.8% | +417.0% | +448.1% |
| 1Y | +467.0% | -25.5% | +492.6% | +517.1% |
| 3Y | +36.1% | -48.8% | +84.8% | +67.2% |
| All | -65.7% | -42.9% | -22.8% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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