+987.9%
MRNA vs RL
+34.3%
+953.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +4.5% | +8.6% | +11.4% |
| 7D | +20.6% | +5.8% | +14.9% | +18.4% |
| 30D | +27.1% | +12.7% | +14.4% | +22.2% |
| 3M | +353.4% | +9.3% | +344.0% | +338.4% |
| 6M | +446.3% | +16.9% | +429.3% | +415.7% |
| YTD | +776.2% | +17.5% | +758.7% | +699.5% |
| 1Y | +987.9% | +34.6% | +953.3% | +788.7% |
| All | +987.9% | +34.3% | +953.6% | +788.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling