+28.2%
MRNA vs MOD
+290.9%
-262.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | 0.0% | -3.0% |
| 7D | -10.1% | +3.6% | -13.7% | -10.5% |
| 30D | +126.7% | -2.6% | +129.4% | +126.7% |
| 3M | +184.1% | -33.1% | +217.3% | +197.9% |
| 6M | +143.3% | -7.5% | +150.8% | +139.2% |
| YTD | +359.9% | +39.3% | +320.6% | +319.6% |
| 1Y | +454.2% | +34.3% | +419.9% | +405.1% |
| All | +28.2% | +290.9% | -262.7% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling