+674.0%
MRNA vs OMC
+38.5%
+635.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +5.9% | +5.6% |
| 7D | -1.1% | -4.4% | +3.3% | +0.3% |
| 30D | +126.1% | -7.6% | +133.7% | +132.0% |
| 3M | +190.0% | +4.5% | +185.5% | +186.2% |
| 6M | +157.2% | -0.3% | +157.5% | +157.2% |
| YTD | +388.2% | -0.1% | +388.3% | +385.4% |
| 1Y | +467.0% | +4.6% | +462.4% | +455.4% |
| 3Y | +36.1% | +10.5% | +25.6% | +33.4% |
| 5Y | -68.0% | +31.7% | -99.7% | -68.8% |
| All | +674.0% | +38.5% | +635.5% | +639.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling