+674.0%
MRNA vs RL
+260.9%
+413.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.3% |
| 7D | -1.1% | -3.4% | +2.4% | -0.5% |
| 30D | +126.1% | -14.4% | +140.6% | +131.8% |
| 3M | +190.0% | -13.6% | +203.6% | +196.4% |
| 6M | +157.2% | +0.6% | +156.7% | +155.9% |
| YTD | +388.2% | -3.6% | +391.8% | +388.7% |
| 1Y | +467.0% | +8.3% | +458.7% | +458.0% |
| 3Y | +36.1% | +204.8% | -168.7% | +19.0% |
| 5Y | -68.0% | +232.9% | -300.9% | -72.5% |
| All | +674.0% | +260.9% | +413.1% | +560.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling