+1,248.5%
MRNA vs MOD
+756.8%
+491.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.9% | -3.9% | -6.6% |
| 7D | +9.8% | -17.8% | +27.6% | +10.6% |
| 30D | +11.5% | -43.2% | +54.7% | +14.7% |
| 3M | +319.4% | -46.0% | +365.4% | +331.9% |
| 6M | +361.5% | -62.2% | +423.8% | +383.4% |
| YTD | +750.6% | -22.8% | +773.4% | +749.7% |
| 1Y | +913.0% | -35.5% | +948.5% | +920.7% |
| 3Y | +258.1% | +128.2% | +129.8% | +242.7% |
| 5Y | +9.6% | +791.6% | -782.1% | +4.3% |
| All | +1,248.5% | +756.8% | +491.8% | +1,241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling