+67.5%
MRNA vs UMAC
+473.8%
-406.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +126.1% |
| 3M | +190.0% | -10.8% | +200.8% | +187.5% |
| 6M | +157.2% | +15.7% | +141.6% | +146.7% |
| YTD | +388.2% | +80.1% | +308.1% | +354.1% |
| 1Y | +467.0% | +116.7% | +350.3% | +418.0% |
| All | +67.5% | +473.8% | -406.2% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling