-5.0%
MRNA vs REPL
-35.0%
+30.0%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.4% |
| 7D | -12.1% | +1.2% | -13.4% | -12.2% |
| 30D | -1.3% | +92.2% | -93.5% | -5.0% |
| 3M | +250.9% | +44.1% | +206.8% | +242.6% |
| 6M | +343.0% | +313.0% | +30.0% | +281.6% |
| YTD | +657.4% | +125.2% | +532.2% | +547.5% |
| 1Y | +794.9% | +143.8% | +651.1% | +659.3% |
| 3Y | +218.1% | +104.2% | +113.9% | +101.8% |
| All | -5.0% | -35.0% | +30.0% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling