-65.7%
MRNA vs MCO
+28.6%
-94.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +4.2% |
| 7D | -1.1% | -3.8% | +2.7% | +1.9% |
| 30D | +126.1% | -0.4% | +126.5% | +128.7% |
| 3M | +190.0% | +7.7% | +182.3% | +179.3% |
| 6M | +157.2% | +7.0% | +150.2% | +147.3% |
| YTD | +388.2% | -6.4% | +394.6% | +408.0% |
| 1Y | +467.0% | -7.6% | +474.7% | +494.2% |
| 3Y | +36.1% | +43.2% | -7.2% | +2.5% |
| All | -65.7% | +28.6% | -94.3% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 5y: compounded portfolio wealth divided by compounded MCO 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…
5y analysis · Full analysis span regression · 6 months rolling