+674.0%
MRNA vs KEYS
+458.4%
+215.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.0% | +1.4% | +4.0% |
| 7D | -1.1% | +3.5% | -4.6% | -2.3% |
| 30D | +126.1% | -4.5% | +130.6% | +127.6% |
| 3M | +190.0% | -0.4% | +190.4% | +180.9% |
| 6M | +157.2% | +19.1% | +138.1% | +126.6% |
| YTD | +388.2% | +66.7% | +321.5% | +256.4% |
| 1Y | +467.0% | +96.5% | +370.6% | +278.4% |
| 3Y | +36.1% | +155.2% | -119.1% | -20.8% |
| 5Y | -68.0% | +88.0% | -155.9% | -79.0% |
| All | +674.0% | +458.4% | +215.7% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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