+629.1%
MRNA vs NTAP
+234.8%
+394.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.0% | -2.9% |
| 7D | -10.1% | +2.2% | -12.3% | -10.5% |
| 30D | +126.7% | -7.0% | +133.8% | +128.0% |
| 3M | +184.1% | +12.3% | +171.8% | +169.0% |
| 6M | +143.3% | +85.1% | +58.2% | +94.5% |
| YTD | +359.9% | +74.8% | +285.1% | +272.4% |
| 1Y | +454.2% | +52.7% | +401.5% | +368.5% |
| 3Y | +26.0% | +147.7% | -121.7% | -8.9% |
| 5Y | -70.3% | +124.8% | -195.0% | -78.4% |
| All | +629.1% | +234.8% | +394.3% | +378.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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