+674.0%
MRNA vs REPL
-12.7%
+686.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.8% | +5.5% |
| 7D | -1.1% | -14.1% | +13.0% | -0.3% |
| 30D | +126.1% | -15.2% | +141.3% | +128.0% |
| 3M | +190.0% | +49.9% | +140.1% | +173.2% |
| 6M | +157.2% | +63.5% | +93.7% | +124.0% |
| YTD | +388.2% | +32.9% | +355.3% | +331.0% |
| 1Y | +467.0% | +115.0% | +352.1% | +361.8% |
| 3Y | +36.1% | -34.7% | +70.8% | +4.4% |
| 5Y | -68.0% | -59.7% | -8.3% | -75.3% |
| All | +674.0% | -12.7% | +686.7% | +428.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling