+674.0%
MRNA vs NTRS
+163.6%
+510.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.2% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | +126.1% | -0.7% | +126.8% | +125.8% |
| 3M | +190.0% | +11.3% | +178.7% | +181.7% |
| 6M | +157.2% | +35.5% | +121.7% | +138.0% |
| YTD | +388.2% | +40.6% | +347.6% | +348.1% |
| 1Y | +467.0% | +49.2% | +417.8% | +413.7% |
| 3Y | +36.1% | +167.2% | -131.1% | +9.9% |
| 5Y | -68.0% | +94.9% | -162.9% | -73.5% |
| All | +674.0% | +163.6% | +510.4% | +523.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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