+7.3%
MRNA vs PR
+222.5%
-215.2%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +5.0% |
| 7D | +14.6% | -16.4% | +31.1% | +17.2% |
| 30D | +29.4% | -1.9% | +31.3% | +29.3% |
| 3M | +371.9% | +8.0% | +364.0% | +366.4% |
| 6M | +421.0% | +4.1% | +416.9% | +415.5% |
| YTD | +762.0% | +58.7% | +703.3% | +705.2% |
| 1Y | +944.8% | +75.8% | +868.9% | +863.4% |
| 3Y | +252.7% | +73.2% | +179.5% | +222.7% |
| All | +7.3% | +222.5% | -215.2% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 5y: compounded portfolio wealth divided by compounded PR 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…
5y analysis · Full analysis span regression · 6 months rolling