+467.0%
MRNA vs RL
+8.8%
+458.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.1% |
| 7D | -1.1% | -3.4% | +2.4% | +0.1% |
| 30D | +126.1% | -14.4% | +140.6% | +138.4% |
| 3M | +190.0% | -13.6% | +203.6% | +203.6% |
| 6M | +157.2% | +0.6% | +156.7% | +149.7% |
| YTD | +388.2% | -3.6% | +391.8% | +378.3% |
| 1Y | +467.0% | +8.3% | +458.7% | +421.8% |
| All | +467.0% | +8.8% | +458.2% | +421.8% |
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