+987.9%
MRNA vs RNG
+179.4%
+808.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -0.2% | +13.3% | +13.1% |
| 7D | +20.6% | -9.6% | +30.2% | +21.7% |
| 30D | +27.1% | -1.4% | +28.5% | +27.4% |
| 3M | +353.4% | +28.8% | +324.6% | +350.9% |
| 6M | +446.3% | +65.6% | +380.7% | +443.9% |
| YTD | +776.2% | +171.4% | +604.8% | +734.4% |
| 1Y | +987.9% | +185.3% | +802.6% | +881.2% |
| All | +987.9% | +179.4% | +808.5% | +881.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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