+36.1%
MRNA vs QSR
+25.8%
+10.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -1.1% | -4.0% | +2.9% | +0.5% |
| 30D | +126.1% | +2.8% | +123.4% | +124.0% |
| 3M | +190.0% | +5.1% | +184.9% | +184.5% |
| 6M | +157.2% | +8.8% | +148.4% | +148.5% |
| YTD | +388.2% | +14.8% | +373.4% | +360.0% |
| 1Y | +467.0% | +25.7% | +441.3% | +418.9% |
| 3Y | +36.1% | +27.5% | +8.5% | +31.5% |
| All | +36.1% | +25.8% | +10.3% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling