-70.3%
MRNA vs RF
+88.8%
-159.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | -10.1% | -0.1% | -9.9% | -10.0% |
| 30D | +126.7% | -4.0% | +130.8% | +127.9% |
| 3M | +184.1% | +5.6% | +178.5% | +173.4% |
| 6M | +143.3% | +13.1% | +130.2% | +126.8% |
| YTD | +359.9% | +13.6% | +346.3% | +325.8% |
| 1Y | +454.2% | +16.0% | +438.2% | +407.6% |
| 3Y | +26.0% | +90.2% | -64.2% | -6.1% |
| 5Y | -70.3% | +87.0% | -157.2% | -75.8% |
| All | -70.3% | +88.8% | -159.1% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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