+102.9%
MRNA vs JAAA
+29.4%
+73.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +126.1% | +0.5% | +125.6% | +124.3% |
| 3M | +190.0% | +1.3% | +188.8% | +185.0% |
| 6M | +157.2% | +2.8% | +154.4% | +147.9% |
| YTD | +388.2% | +3.3% | +384.9% | +368.3% |
| 1Y | +467.0% | +4.9% | +462.1% | +434.4% |
| 3Y | +36.1% | +19.0% | +17.1% | +20.9% |
| 5Y | -68.0% | +26.9% | -94.9% | -73.3% |
| All | +102.9% | +29.4% | +73.5% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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