+634.5%
MRNA vs LEN
+108.9%
+525.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | +1.6% |
| 7D | -8.2% | -7.8% | -0.5% | -6.4% |
| 30D | +125.6% | -11.0% | +136.6% | +133.0% |
| 3M | +197.1% | -12.8% | +209.8% | +207.7% |
| 6M | +148.5% | -20.2% | +168.7% | +161.7% |
| YTD | +363.3% | -23.0% | +386.3% | +389.8% |
| 1Y | +462.0% | -41.8% | +503.8% | +527.2% |
| 3Y | +26.9% | -28.8% | +55.7% | +36.4% |
| 5Y | -69.6% | -12.6% | -57.0% | -69.4% |
| All | +634.5% | +108.9% | +525.7% | +604.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling