+682.5%
MRNA vs KEY
+86.7%
+595.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | +5.5% | +2.2% | +3.3% | +5.3% |
| 30D | +158.7% | -3.0% | +161.8% | +159.1% |
| 3M | +182.1% | +3.3% | +178.8% | +180.6% |
| 6M | +151.8% | +9.2% | +142.6% | +149.1% |
| YTD | +393.6% | +10.6% | +382.9% | +387.4% |
| 1Y | +499.5% | +20.4% | +479.1% | +487.0% |
| 3Y | +29.3% | +121.8% | -92.5% | +22.9% |
| 5Y | -65.1% | +41.1% | -106.2% | -67.0% |
| All | +682.5% | +86.7% | +595.9% | +743.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling