+36.1%
MRNA vs RNG
+119.8%
-83.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | -1.1% | -6.1% | +5.0% | +0.1% |
| 30D | +126.1% | +9.6% | +116.5% | +122.2% |
| 3M | +190.0% | +83.3% | +106.7% | +155.5% |
| 6M | +157.2% | +77.9% | +79.3% | +124.5% |
| YTD | +388.2% | +139.9% | +248.3% | +285.1% |
| 1Y | +467.0% | +121.7% | +345.4% | +356.3% |
| 3Y | +36.1% | +121.9% | -85.8% | +5.4% |
| All | +36.1% | +119.8% | -83.7% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling