+841.7%
MRNA vs MOD
-33.2%
+874.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -1.1% |
| 7D | -3.8% | +8.2% | -12.0% | -4.3% |
| 30D | +16.4% | -38.2% | +54.5% | +20.1% |
| 3M | +310.6% | -46.2% | +356.8% | +326.2% |
| 6M | +370.3% | -62.5% | +432.8% | +404.3% |
| YTD | +743.3% | -20.1% | +763.4% | +679.5% |
| 1Y | +841.7% | -29.7% | +871.3% | +781.9% |
| All | +841.7% | -33.2% | +874.8% | +781.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling