+634.5%
MRNA vs MOS
-14.7%
+649.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.0% |
| 7D | -8.2% | +0.5% | -8.7% | -8.3% |
| 30D | +125.6% | +10.9% | +114.7% | +122.6% |
| 3M | +197.1% | +29.2% | +167.8% | +190.7% |
| 6M | +148.5% | -2.3% | +150.8% | +146.2% |
| YTD | +363.3% | +8.3% | +355.0% | +356.8% |
| 1Y | +462.0% | -21.2% | +483.2% | +461.4% |
| 3Y | +26.9% | -25.9% | +52.9% | +25.5% |
| 5Y | -69.6% | -9.4% | -60.2% | -69.2% |
| All | +634.5% | -14.7% | +649.2% | +1,003.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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