+674.0%
MRNA vs NYT
+177.6%
+496.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.2% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | +126.1% | +4.6% | +121.5% | +124.1% |
| 3M | +190.0% | -9.6% | +199.6% | +197.6% |
| 6M | +157.2% | -14.0% | +171.2% | +166.8% |
| YTD | +388.2% | -2.8% | +391.0% | +388.9% |
| 1Y | +467.0% | +15.6% | +451.4% | +440.9% |
| 3Y | +36.1% | +56.3% | -20.2% | +18.4% |
| 5Y | -68.0% | +39.5% | -107.5% | -72.7% |
| All | +674.0% | +177.6% | +496.5% | +464.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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