+674.0%
MRNA vs M
-5.4%
+679.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.7% | -2.3% | +4.4% |
| 7D | -1.1% | -4.2% | +3.1% | -0.6% |
| 30D | +126.1% | -7.2% | +133.3% | +128.4% |
| 3M | +190.0% | -11.1% | +201.2% | +193.8% |
| 6M | +157.2% | +28.8% | +128.4% | +149.7% |
| YTD | +388.2% | +2.0% | +386.2% | +385.0% |
| 1Y | +467.0% | +31.3% | +435.8% | +447.1% |
| 3Y | +36.1% | +119.1% | -83.0% | +26.1% |
| 5Y | -68.0% | +29.7% | -97.6% | -69.3% |
| All | +674.0% | -5.4% | +679.4% | +744.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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