+674.0%
MRNA vs QSR
+76.9%
+597.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.3% |
| 7D | -1.1% | -4.0% | +2.9% | -0.8% |
| 30D | +126.1% | +2.8% | +123.4% | +125.8% |
| 3M | +190.0% | +5.1% | +184.9% | +189.1% |
| 6M | +157.2% | +8.8% | +148.4% | +155.9% |
| YTD | +388.2% | +14.8% | +373.4% | +384.0% |
| 1Y | +467.0% | +25.7% | +441.3% | +460.4% |
| 3Y | +36.1% | +27.5% | +8.5% | +35.2% |
| 5Y | -68.0% | +41.3% | -109.2% | -68.9% |
| All | +674.0% | +76.9% | +597.1% | +746.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling