+36.1%
MRNA vs NLY
+64.2%
-28.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.8% | +5.8% |
| 7D | -1.1% | -4.0% | +2.9% | +3.0% |
| 30D | +126.1% | -5.2% | +131.4% | +142.2% |
| 3M | +190.0% | +2.8% | +187.2% | +191.0% |
| 6M | +157.2% | +4.2% | +153.0% | +155.1% |
| YTD | +388.2% | +4.7% | +383.5% | +380.7% |
| 1Y | +467.0% | +12.7% | +454.3% | +425.3% |
| 3Y | +36.1% | +62.5% | -26.5% | -7.8% |
| All | +36.1% | +64.2% | -28.1% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling