+499.5%
MRNA vs NOC
-10.0%
+509.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.0% |
| 7D | +5.5% | -5.2% | +10.7% | +6.0% |
| 30D | +158.7% | -7.2% | +165.9% | +157.8% |
| 3M | +182.1% | -5.1% | +187.2% | +177.7% |
| 6M | +151.8% | -31.1% | +182.9% | +177.3% |
| YTD | +393.6% | -8.6% | +402.1% | +367.5% |
| 1Y | +499.5% | -9.7% | +509.2% | +452.8% |
| All | +499.5% | -10.0% | +509.5% | +452.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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