+682.5%
MRNA vs RF
+172.5%
+510.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | +5.5% | +1.3% | +4.2% | +5.3% |
| 30D | +158.7% | -3.6% | +162.3% | +159.2% |
| 3M | +182.1% | +8.1% | +174.0% | +177.8% |
| 6M | +151.8% | +11.5% | +140.3% | +146.7% |
| YTD | +393.6% | +15.6% | +378.0% | +380.7% |
| 1Y | +499.5% | +15.7% | +483.8% | +483.3% |
| 3Y | +29.3% | +86.9% | -57.6% | +19.6% |
| 5Y | -65.1% | +89.8% | -154.9% | -67.3% |
| All | +682.5% | +172.5% | +510.0% | +742.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling