+674.0%
MRNA vs PH
+548.4%
+125.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +5.1% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | +126.1% | -11.0% | +137.1% | +130.3% |
| 3M | +190.0% | +5.5% | +184.5% | +185.0% |
| 6M | +157.2% | +1.5% | +155.8% | +154.4% |
| YTD | +388.2% | +8.8% | +379.4% | +377.6% |
| 1Y | +467.0% | +24.5% | +442.5% | +442.6% |
| 3Y | +36.1% | +141.2% | -105.1% | +21.0% |
| 5Y | -68.0% | +256.3% | -324.3% | -72.5% |
| All | +674.0% | +548.4% | +125.7% | +503.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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