+634.5%
MRNA vs UL
+31.9%
+602.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.2% |
| 7D | -8.2% | -4.1% | -4.2% | -6.9% |
| 30D | +125.6% | -1.2% | +126.7% | +127.0% |
| 3M | +197.1% | +6.0% | +191.1% | +192.9% |
| 6M | +148.5% | -5.5% | +154.0% | +152.4% |
| YTD | +363.3% | -3.3% | +366.6% | +366.9% |
| 1Y | +462.0% | -9.8% | +471.8% | +476.9% |
| 3Y | +26.9% | +20.1% | +6.8% | +18.5% |
| 5Y | -69.6% | +19.2% | -88.8% | -72.0% |
| All | +634.5% | +31.9% | +602.6% | +504.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling