-65.7%
MRNA vs RMBS
+265.4%
-331.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +4.9% |
| 7D | -1.1% | +1.8% | -2.9% | -1.6% |
| 30D | +126.1% | -13.9% | +140.0% | +134.1% |
| 3M | +190.0% | -39.8% | +229.8% | +227.8% |
| 6M | +157.2% | -6.0% | +163.2% | +140.2% |
| YTD | +388.2% | -5.4% | +393.6% | +352.7% |
| 1Y | +467.0% | -1.8% | +468.9% | +408.1% |
| 3Y | +36.1% | +53.7% | -17.6% | -6.1% |
| All | -65.7% | +265.4% | -331.1% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling