+92.5%
MRNA vs JAAA
+29.3%
+63.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -8.2% | +0.1% | -8.3% | -8.3% |
| 30D | +125.6% | +0.4% | +125.1% | +124.1% |
| 3M | +197.1% | +1.2% | +195.9% | +192.1% |
| 6M | +148.5% | +2.7% | +145.8% | +139.9% |
| YTD | +363.3% | +3.2% | +360.1% | +344.9% |
| 1Y | +462.0% | +4.8% | +457.2% | +430.4% |
| 3Y | +26.9% | +19.0% | +8.0% | +12.9% |
| 5Y | -69.6% | +26.8% | -96.4% | -74.6% |
| All | +92.5% | +29.3% | +63.3% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling