+629.1%
MRNA vs LVS
-8.9%
+638.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.2% |
| 7D | -10.1% | -2.7% | -7.4% | -9.8% |
| 30D | +126.7% | -4.7% | +131.4% | +128.7% |
| 3M | +184.1% | -15.6% | +199.7% | +189.4% |
| 6M | +143.3% | -18.6% | +161.9% | +148.5% |
| YTD | +359.9% | -32.3% | +392.1% | +375.8% |
| 1Y | +454.2% | -18.0% | +472.2% | +463.3% |
| 3Y | +26.0% | -5.8% | +31.8% | +25.2% |
| 5Y | -70.3% | +5.7% | -76.0% | -70.9% |
| All | +629.1% | -8.9% | +638.0% | +522.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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