-65.7%
MRNA vs RUN
-81.0%
+15.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.6% |
| 7D | -1.1% | -3.7% | +2.6% | -0.3% |
| 30D | +126.1% | -13.0% | +139.1% | +134.6% |
| 3M | +190.0% | -31.8% | +221.8% | +213.3% |
| 6M | +157.2% | -32.2% | +189.5% | +176.3% |
| YTD | +388.2% | -53.5% | +441.7% | +446.5% |
| 1Y | +467.0% | -46.5% | +513.6% | +512.7% |
| 3Y | +36.1% | -37.6% | +73.7% | +15.5% |
| All | -65.7% | -81.0% | +15.3% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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