+1,248.5%
MRNA vs PR
+60.8%
+1,187.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.7% | -6.8% |
| 7D | +9.8% | -9.5% | +19.3% | +10.0% |
| 30D | +11.5% | -5.7% | +17.2% | +11.6% |
| 3M | +319.4% | +3.0% | +316.4% | +318.9% |
| 6M | +361.5% | +11.8% | +349.7% | +359.9% |
| YTD | +750.6% | +58.5% | +692.1% | +740.4% |
| 1Y | +913.0% | +69.9% | +843.2% | +899.4% |
| 3Y | +258.1% | +84.9% | +173.2% | +252.6% |
| 5Y | +9.6% | +246.4% | -236.9% | +8.3% |
| All | +1,248.5% | +60.8% | +1,187.7% | +1,626.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling