-65.7%
MRNA vs NI
+96.9%
-162.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +126.1% | -1.4% | +127.5% | +126.1% |
| 3M | +190.0% | -10.6% | +200.6% | +196.5% |
| 6M | +157.2% | -9.3% | +166.5% | +161.1% |
| YTD | +388.2% | +1.1% | +387.1% | +382.6% |
| 1Y | +467.0% | +3.4% | +463.7% | +458.4% |
| 3Y | +36.1% | +67.9% | -31.8% | +14.6% |
| All | -65.7% | +96.9% | -162.6% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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