-70.3%
MRNA vs KEY
+40.7%
-111.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -10.1% | -0.3% | -9.8% | -10.0% |
| 30D | +126.7% | -3.3% | +130.0% | +127.5% |
| 3M | +184.1% | -0.7% | +184.9% | +182.7% |
| 6M | +143.3% | +12.5% | +130.8% | +132.7% |
| YTD | +359.9% | +8.4% | +351.4% | +344.5% |
| 1Y | +454.2% | +18.4% | +435.7% | +420.7% |
| 3Y | +26.0% | +123.3% | -97.3% | +0.6% |
| 5Y | -70.3% | +38.8% | -109.1% | -69.2% |
| All | -70.3% | +40.7% | -111.0% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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