+674.0%
MRNA vs RMBS
+942.8%
-268.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +4.9% |
| 7D | -1.1% | +1.8% | -2.9% | -1.5% |
| 30D | +126.1% | -13.9% | +140.0% | +133.2% |
| 3M | +190.0% | -39.8% | +229.8% | +223.1% |
| 6M | +157.2% | -6.0% | +163.2% | +144.2% |
| YTD | +388.2% | -5.4% | +393.6% | +361.4% |
| 1Y | +467.0% | -1.8% | +468.9% | +422.0% |
| 3Y | +36.1% | +53.7% | -17.6% | +3.4% |
| 5Y | -68.0% | +268.5% | -336.5% | -81.2% |
| All | +674.0% | +942.8% | -268.8% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling