+36.1%
MRNA vs RIG
-31.7%
+67.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +5.7% |
| 7D | -1.1% | -3.1% | +2.0% | -0.4% |
| 30D | +126.1% | -0.5% | +126.6% | +125.9% |
| 3M | +190.0% | -6.0% | +196.0% | +191.6% |
| 6M | +157.2% | -10.1% | +167.4% | +158.6% |
| YTD | +388.2% | +37.3% | +350.9% | +341.5% |
| 1Y | +467.0% | +73.9% | +393.1% | +384.1% |
| 3Y | +36.1% | -30.2% | +66.2% | +19.9% |
| All | +36.1% | -31.7% | +67.8% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling