+674.0%
MRNA vs UL
+32.8%
+641.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.7% | +5.2% |
| 7D | -1.1% | -3.4% | +2.3% | +0.1% |
| 30D | +126.1% | +0.5% | +125.6% | +126.5% |
| 3M | +190.0% | +7.2% | +182.8% | +185.0% |
| 6M | +157.2% | -3.1% | +160.3% | +159.4% |
| YTD | +388.2% | -2.7% | +390.9% | +391.0% |
| 1Y | +467.0% | -10.2% | +477.3% | +482.8% |
| 3Y | +36.1% | +20.3% | +15.8% | +27.0% |
| 5Y | -68.0% | +19.9% | -87.9% | -70.5% |
| All | +674.0% | +32.8% | +641.3% | +535.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling