+36.1%
MRNA vs MSI
+70.3%
-34.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.2% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | +126.1% | -0.8% | +126.9% | +128.3% |
| 3M | +190.0% | +13.9% | +176.1% | +193.3% |
| 6M | +157.2% | +1.3% | +155.9% | +162.9% |
| YTD | +388.2% | +22.3% | +365.9% | +388.4% |
| 1Y | +467.0% | -3.9% | +470.9% | +481.6% |
| 3Y | +36.1% | +69.9% | -33.8% | +7.6% |
| All | +36.1% | +70.3% | -34.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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