+674.0%
MRNA vs MKTX
-20.1%
+694.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.4% | +5.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | +126.1% | +0.7% | +125.4% | +125.6% |
| 3M | +190.0% | +40.8% | +149.2% | +157.8% |
| 6M | +157.2% | -8.0% | +165.2% | +160.7% |
| YTD | +388.2% | -8.7% | +396.9% | +395.0% |
| 1Y | +467.0% | -11.8% | +478.9% | +480.5% |
| 3Y | +36.1% | -24.0% | +60.1% | +40.6% |
| 5Y | -68.0% | -60.3% | -7.6% | -60.0% |
| All | +674.0% | -20.1% | +694.1% | +581.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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