+634.5%
MRNA vs RIO
+304.4%
+330.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +2.2% |
| 7D | -8.2% | -3.4% | -4.9% | -7.2% |
| 30D | +125.6% | +0.6% | +125.0% | +126.4% |
| 3M | +197.1% | +2.5% | +194.5% | +196.3% |
| 6M | +148.5% | +10.8% | +137.7% | +142.7% |
| YTD | +363.3% | +30.5% | +332.8% | +335.5% |
| 1Y | +462.0% | +68.1% | +393.9% | +398.8% |
| 3Y | +26.9% | +94.0% | -67.1% | +10.0% |
| 5Y | -69.6% | +92.0% | -161.6% | -73.8% |
| All | +634.5% | +304.4% | +330.1% | +428.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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