+674.0%
MRNA vs RIG
-38.1%
+712.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +5.4% |
| 7D | -1.1% | -3.1% | +2.0% | -1.0% |
| 30D | +126.1% | -0.5% | +126.6% | +126.1% |
| 3M | +190.0% | -6.0% | +196.0% | +190.3% |
| 6M | +157.2% | -10.1% | +167.4% | +157.6% |
| YTD | +388.2% | +37.3% | +350.9% | +381.5% |
| 1Y | +467.0% | +73.9% | +393.1% | +455.0% |
| 3Y | +36.1% | -30.2% | +66.2% | +33.4% |
| 5Y | -68.0% | +62.5% | -130.4% | -68.3% |
| All | +674.0% | -38.1% | +712.1% | +764.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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