+36.1%
MRNA vs LYV
+109.4%
-73.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.3% | +5.4% |
| 7D | -1.1% | -1.9% | +0.8% | -0.1% |
| 30D | +126.1% | -8.2% | +134.3% | +137.3% |
| 3M | +190.0% | -1.3% | +191.3% | +197.2% |
| 6M | +157.2% | +2.6% | +154.6% | +159.0% |
| YTD | +388.2% | +19.4% | +368.8% | +363.4% |
| 1Y | +467.0% | -2.2% | +469.3% | +480.6% |
| 3Y | +36.1% | +106.0% | -70.0% | -11.8% |
| All | +36.1% | +109.4% | -73.3% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 3y: compounded portfolio wealth divided by compounded LYV 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…
3y analysis · Full analysis span regression · 6 months rolling