+674.0%
MRNA vs PSLV
+299.8%
+374.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.3% |
| 7D | -1.1% | -3.5% | +2.4% | -0.2% |
| 30D | +126.1% | -2.1% | +128.3% | +127.3% |
| 3M | +190.0% | -1.6% | +191.7% | +190.6% |
| 6M | +157.2% | -25.5% | +182.7% | +169.3% |
| YTD | +388.2% | -11.4% | +399.6% | +393.6% |
| 1Y | +467.0% | +48.6% | +418.5% | +433.3% |
| 3Y | +36.1% | +166.9% | -130.8% | +19.9% |
| 5Y | -68.0% | +152.4% | -220.4% | -72.2% |
| All | +674.0% | +299.8% | +374.2% | +544.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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