+654.5%
MRNA vs MSI
+296.5%
+358.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.2% |
| 7D | -9.0% | -5.8% | -3.3% | -7.0% |
| 30D | +137.2% | -1.0% | +138.1% | +140.1% |
| 3M | +194.8% | +14.2% | +180.7% | +184.6% |
| 6M | +167.2% | +1.0% | +166.1% | +166.5% |
| YTD | +375.9% | +21.5% | +354.4% | +344.5% |
| 1Y | +465.2% | -2.1% | +467.3% | +468.2% |
| 3Y | +30.4% | +69.3% | -39.0% | +3.2% |
| 5Y | -66.8% | +99.3% | -166.1% | -75.8% |
| All | +654.5% | +296.5% | +358.0% | +315.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling