+1,237.0%
MRNA vs MOD
+786.7%
+450.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -1.0% |
| 7D | -3.8% | +8.2% | -12.0% | -4.1% |
| 30D | +16.4% | -38.2% | +54.5% | +19.1% |
| 3M | +310.6% | -46.2% | +356.8% | +323.0% |
| 6M | +370.3% | -62.5% | +432.8% | +393.0% |
| YTD | +743.3% | -20.1% | +763.4% | +740.8% |
| 1Y | +841.7% | -29.7% | +871.3% | +844.6% |
| 3Y | +255.0% | +136.2% | +118.8% | +239.1% |
| 5Y | +10.1% | +820.4% | -810.2% | +4.6% |
| All | +1,237.0% | +786.7% | +450.3% | +1,227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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