+499.5%
MRNA vs UMAC
+164.0%
+335.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -2.1% |
| 7D | +5.5% | -0.9% | +6.4% | +5.5% |
| 30D | +158.7% | -7.7% | +166.4% | +154.7% |
| 3M | +182.1% | -26.4% | +208.6% | +179.9% |
| 6M | +151.8% | +61.9% | +90.0% | +121.9% |
| YTD | +393.6% | +86.5% | +307.1% | +318.1% |
| 1Y | +499.5% | +156.3% | +343.2% | +354.2% |
| All | +499.5% | +164.0% | +335.5% | +354.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling