+674.0%
MRNA vs LEN
+113.4%
+560.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +4.8% |
| 7D | -1.1% | -4.8% | +3.7% | +0.1% |
| 30D | +126.1% | -6.6% | +132.7% | +131.2% |
| 3M | +190.0% | -15.7% | +205.7% | +202.1% |
| 6M | +157.2% | -16.6% | +173.9% | +168.4% |
| YTD | +388.2% | -21.3% | +409.5% | +413.5% |
| 1Y | +467.0% | -42.0% | +509.1% | +532.6% |
| 3Y | +36.1% | -27.9% | +64.0% | +45.6% |
| 5Y | -68.0% | -10.7% | -57.3% | -67.9% |
| All | +674.0% | +113.4% | +560.6% | +638.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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