+499.5%
MRNA vs RMBS
+16.3%
+483.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.4% |
| 7D | +5.5% | -0.3% | +5.8% | +5.5% |
| 30D | +158.7% | -12.2% | +170.9% | +163.5% |
| 3M | +182.1% | -49.5% | +231.7% | +223.7% |
| 6M | +151.8% | -7.1% | +159.0% | +129.5% |
| YTD | +393.6% | -7.0% | +400.6% | +353.4% |
| 1Y | +499.5% | +13.3% | +486.1% | +406.5% |
| All | +499.5% | +16.3% | +483.2% | +406.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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