+36.1%
MRNA vs M
+112.2%
-76.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.7% | -2.3% | +2.6% |
| 7D | -1.1% | -4.2% | +3.1% | +0.4% |
| 30D | +126.1% | -7.2% | +133.3% | +132.9% |
| 3M | +190.0% | -11.1% | +201.2% | +201.0% |
| 6M | +157.2% | +28.8% | +128.4% | +133.0% |
| YTD | +388.2% | +2.0% | +386.2% | +375.2% |
| 1Y | +467.0% | +31.3% | +435.8% | +397.4% |
| 3Y | +36.1% | +119.1% | -83.0% | -3.7% |
| All | +36.1% | +112.2% | -76.2% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling