-18.1%
MRNA vs PL
+84.9%
-102.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -2.0% |
| 7D | +5.5% | -9.3% | +14.8% | +6.9% |
| 30D | +158.7% | -18.9% | +177.7% | +165.9% |
| 3M | +182.1% | -58.4% | +240.5% | +218.9% |
| 6M | +151.8% | -30.3% | +182.1% | +158.1% |
| YTD | +393.6% | -8.1% | +401.7% | +379.8% |
| 1Y | +499.5% | +180.5% | +319.0% | +374.4% |
| 3Y | +29.3% | +444.1% | -414.8% | -18.6% |
| 5Y | -65.1% | +83.0% | -148.1% | -74.8% |
| All | -18.1% | +84.9% | -102.9% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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