+36.1%
MRNA vs RSG
+57.7%
-21.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.1% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +126.1% | +4.0% | +122.2% | +125.3% |
| 3M | +190.0% | +7.4% | +182.7% | +189.0% |
| 6M | +157.2% | +0.1% | +157.1% | +157.1% |
| YTD | +388.2% | +6.0% | +382.2% | +385.7% |
| 1Y | +467.0% | -3.0% | +470.0% | +465.4% |
| 3Y | +36.1% | +56.5% | -20.4% | +49.2% |
| All | +36.1% | +57.7% | -21.6% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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