-65.7%
MRNA vs RIG
+59.7%
-125.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +5.6% |
| 7D | -1.1% | -3.1% | +2.0% | -0.7% |
| 30D | +126.1% | -0.5% | +126.6% | +126.0% |
| 3M | +190.0% | -6.0% | +196.0% | +190.8% |
| 6M | +157.2% | -10.1% | +167.4% | +158.2% |
| YTD | +388.2% | +37.3% | +350.9% | +366.0% |
| 1Y | +467.0% | +73.9% | +393.1% | +427.2% |
| 3Y | +36.1% | -30.2% | +66.2% | +29.5% |
| All | -65.7% | +59.7% | -125.4% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling