-66.8%
MRNA vs MOD
+1,517.7%
-1,584.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | -9.0% | +6.3% | -15.4% | -9.9% |
| 30D | +137.2% | -1.7% | +138.8% | +137.1% |
| 3M | +194.8% | -30.1% | +224.9% | +208.7% |
| 6M | +167.2% | +2.7% | +164.5% | +158.8% |
| YTD | +375.9% | +44.1% | +331.8% | +330.7% |
| 1Y | +465.2% | +38.7% | +426.4% | +410.7% |
| 3Y | +30.4% | +309.8% | -279.4% | -12.5% |
| 5Y | -66.8% | +1,569.7% | -1,636.5% | -86.4% |
| All | -66.8% | +1,517.7% | -1,584.6% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling