+682.5%
MRNA vs PR
+71.9%
+610.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.2% |
| 7D | +5.5% | +2.9% | +2.6% | +5.4% |
| 30D | +158.7% | +18.0% | +140.7% | +157.8% |
| 3M | +182.1% | +16.9% | +165.3% | +181.1% |
| 6M | +151.8% | +28.2% | +123.6% | +150.2% |
| YTD | +393.6% | +69.3% | +324.2% | +387.2% |
| 1Y | +499.5% | +69.5% | +430.0% | +491.6% |
| 3Y | +29.3% | +81.7% | -52.4% | +27.2% |
| 5Y | -65.1% | +422.2% | -487.3% | -65.5% |
| All | +682.5% | +71.9% | +610.7% | +901.0% |
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