+674.0%
MRNA vs NLY
+47.1%
+627.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.8% | +5.5% |
| 7D | -1.1% | -4.0% | +2.9% | +0.1% |
| 30D | +126.1% | -5.2% | +131.4% | +130.8% |
| 3M | +190.0% | +2.8% | +187.2% | +190.0% |
| 6M | +157.2% | +4.2% | +153.0% | +156.4% |
| YTD | +388.2% | +4.7% | +383.5% | +386.2% |
| 1Y | +467.0% | +12.7% | +454.3% | +454.8% |
| 3Y | +36.1% | +62.5% | -26.5% | +23.9% |
| 5Y | -68.0% | +26.3% | -94.3% | -70.7% |
| All | +674.0% | +47.1% | +627.0% | +624.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling