-69.6%
MRNA vs REPL
-58.5%
-11.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.4% | +9.1% | +1.2% |
| 7D | -8.2% | -13.4% | +5.2% | -7.5% |
| 30D | +125.6% | -3.0% | +128.6% | +125.5% |
| 3M | +197.1% | +56.3% | +140.7% | +179.0% |
| 6M | +148.5% | +60.9% | +87.6% | +116.0% |
| YTD | +363.3% | +36.2% | +327.1% | +307.2% |
| 1Y | +462.0% | +121.0% | +341.0% | +351.8% |
| 3Y | +26.9% | -32.8% | +59.7% | -2.2% |
| 5Y | -69.6% | -58.7% | -10.9% | -78.9% |
| All | -69.6% | -58.5% | -11.1% | -78.9% |
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