+106.4%
MRNA vs QS
-46.4%
+152.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.4% | +5.0% |
| 7D | -1.1% | -3.6% | +2.6% | -0.5% |
| 30D | +126.1% | -17.2% | +143.4% | +134.3% |
| 3M | +190.0% | -27.0% | +217.0% | +205.7% |
| 6M | +157.2% | -24.6% | +181.8% | +168.6% |
| YTD | +388.2% | -49.3% | +437.5% | +440.8% |
| 1Y | +467.0% | -40.3% | +507.4% | +499.5% |
| 3Y | +36.1% | -23.8% | +59.9% | +26.4% |
| 5Y | -68.0% | -75.0% | +7.0% | -67.7% |
| All | +106.4% | -46.4% | +152.8% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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