+467.0%
MRNA vs UMAC
+129.0%
+338.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +7.8% | +5.5% |
| 7D | -1.1% | -3.4% | +2.3% | -1.0% |
| 30D | +126.1% | -15.1% | +141.2% | +124.1% |
| 3M | +190.0% | -10.8% | +200.8% | +182.6% |
| 6M | +157.2% | +15.7% | +141.6% | +136.9% |
| YTD | +388.2% | +80.1% | +308.1% | +315.2% |
| 1Y | +467.0% | +116.7% | +350.3% | +343.7% |
| All | +467.0% | +129.0% | +338.0% | +343.7% |
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