+674.0%
MRNA vs URA
+347.1%
+327.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.3% | +8.6% | +6.5% |
| 7D | -1.1% | -5.5% | +4.4% | +0.6% |
| 30D | +126.1% | -3.7% | +129.8% | +130.4% |
| 3M | +190.0% | -2.9% | +192.9% | +194.6% |
| 6M | +157.2% | -15.2% | +172.5% | +169.5% |
| YTD | +388.2% | +1.9% | +386.3% | +386.4% |
| 1Y | +467.0% | +6.9% | +460.1% | +452.6% |
| 3Y | +36.1% | +99.6% | -63.5% | +8.7% |
| 5Y | -68.0% | +101.2% | -169.1% | -75.3% |
| All | +674.0% | +347.1% | +327.0% | +539.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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