-69.6%
MRNA vs MSI
+100.4%
-170.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.3% |
| 7D | -8.2% | -1.8% | -6.5% | -7.3% |
| 30D | +125.6% | -0.6% | +126.2% | +129.3% |
| 3M | +197.1% | +13.0% | +184.0% | +185.7% |
| 6M | +148.5% | +0.5% | +148.0% | +149.8% |
| YTD | +363.3% | +21.7% | +341.6% | +321.7% |
| 1Y | +462.0% | -2.6% | +464.6% | +472.2% |
| 3Y | +26.9% | +69.7% | -42.7% | -17.2% |
| 5Y | -69.6% | +102.8% | -172.4% | -85.2% |
| All | -69.6% | +100.4% | -170.0% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling