+674.0%
MRNA vs LNG
+376.1%
+297.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.4% |
| 7D | -1.1% | -4.7% | +3.6% | -0.7% |
| 30D | +126.1% | +3.8% | +122.3% | +125.3% |
| 3M | +190.0% | +16.2% | +173.9% | +185.4% |
| 6M | +157.2% | +11.7% | +145.5% | +153.1% |
| YTD | +388.2% | +44.2% | +344.0% | +366.6% |
| 1Y | +467.0% | +18.6% | +448.5% | +453.4% |
| 3Y | +36.1% | +77.4% | -41.3% | +24.4% |
| 5Y | -68.0% | +232.3% | -300.2% | -73.3% |
| All | +674.0% | +376.1% | +297.9% | +527.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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