+682.5%
MRNA vs RL
+273.8%
+408.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.3% | -2.6% |
| 7D | +5.5% | -0.8% | +6.3% | +5.6% |
| 30D | +158.7% | -7.8% | +166.5% | +161.8% |
| 3M | +182.1% | -4.0% | +186.1% | +183.5% |
| 6M | +151.8% | -1.9% | +153.7% | +151.4% |
| YTD | +393.6% | -0.2% | +393.7% | +391.2% |
| 1Y | +499.5% | +10.7% | +488.8% | +487.6% |
| 3Y | +29.3% | +210.8% | -181.5% | +12.6% |
| 5Y | -65.1% | +238.2% | -303.3% | -70.2% |
| All | +682.5% | +273.8% | +408.7% | +563.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling