+629.1%
MRNA vs RIG
-37.7%
+666.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.3% |
| 7D | -10.1% | -8.2% | -1.9% | -9.8% |
| 30D | +126.7% | -0.2% | +126.9% | +126.7% |
| 3M | +184.1% | -2.7% | +186.8% | +184.0% |
| 6M | +143.3% | -7.5% | +150.7% | +143.4% |
| YTD | +359.9% | +38.3% | +321.6% | +353.4% |
| 1Y | +454.2% | +81.8% | +372.3% | +441.7% |
| 3Y | +26.0% | -30.2% | +56.2% | +23.5% |
| 5Y | -70.3% | +59.9% | -130.2% | -70.6% |
| All | +629.1% | -37.7% | +666.7% | +714.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling