+674.0%
MRNA vs MCO
+237.8%
+436.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +4.6% |
| 7D | -1.1% | -3.8% | +2.7% | +0.8% |
| 30D | +126.1% | -0.4% | +126.5% | +127.8% |
| 3M | +190.0% | +7.7% | +182.3% | +183.4% |
| 6M | +157.2% | +7.0% | +150.2% | +151.2% |
| YTD | +388.2% | -6.4% | +394.6% | +401.5% |
| 1Y | +467.0% | -7.6% | +474.7% | +485.3% |
| 3Y | +36.1% | +43.2% | -7.2% | +18.3% |
| 5Y | -68.0% | +29.6% | -97.5% | -72.2% |
| All | +674.0% | +237.8% | +436.2% | +292.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling