+924.9%
MRNA vs NLY
+0.3%
+924.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -5.9% |
| 7D | +8.4% | +2.1% | +6.3% | +5.4% |
| 30D | +28.8% | +2.3% | +26.5% | +23.9% |
| 3M | +329.2% | -13.7% | +342.9% | +475.4% |
| 6M | +416.9% | -9.6% | +426.6% | +567.0% |
| YTD | +718.8% | -6.5% | +725.2% | +889.4% |
| 1Y | +924.9% | -0.6% | +925.5% | +1,050.8% |
| All | +924.9% | +0.3% | +924.5% | +1,050.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling