-65.7%
MRNA vs NOC
+58.2%
-123.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -1.1% | +0.8% | -1.9% | -1.1% |
| 30D | +126.1% | -9.7% | +135.8% | +126.0% |
| 3M | +190.0% | -5.6% | +195.7% | +188.8% |
| 6M | +157.2% | -28.6% | +185.8% | +158.4% |
| YTD | +388.2% | -7.9% | +396.1% | +387.8% |
| 1Y | +467.0% | -9.5% | +476.6% | +466.3% |
| 3Y | +36.1% | +28.4% | +7.7% | +36.3% |
| All | -65.7% | +58.2% | -123.9% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling