+629.1%
MRNA vs MOD
+1,445.9%
-816.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | 0.0% | -3.2% |
| 7D | -10.1% | +3.6% | -13.7% | -10.3% |
| 30D | +126.7% | -2.6% | +129.4% | +126.8% |
| 3M | +184.1% | -33.1% | +217.3% | +189.8% |
| 6M | +143.3% | -7.5% | +150.8% | +142.3% |
| YTD | +359.9% | +39.3% | +320.6% | +346.2% |
| 1Y | +454.2% | +34.3% | +419.9% | +438.0% |
| 3Y | +26.0% | +296.2% | -270.2% | +17.1% |
| 5Y | -70.3% | +1,504.6% | -1,574.8% | -72.5% |
| All | +629.1% | +1,445.9% | -816.8% | +604.5% |
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