+1,100.9%
MRNA vs P
+487.5%
+613.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.2% |
| 7D | -12.1% | +11.6% | -23.7% | -13.6% |
| 30D | -1.3% | -23.7% | +22.4% | +2.5% |
| 3M | +250.9% | -8.0% | +258.9% | +252.4% |
| 6M | +343.0% | +27.9% | +315.1% | +315.4% |
| YTD | +657.4% | +61.2% | +596.3% | +576.4% |
| 1Y | +794.9% | +28.6% | +766.3% | +719.0% |
| 3Y | +218.1% | +200.5% | +17.7% | +139.8% |
| 5Y | -3.4% | +282.9% | -286.3% | -30.8% |
| All | +1,100.9% | +487.5% | +613.4% | +773.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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