+629.1%
MRNA vs URA
+381.3%
+247.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -2.9% |
| 7D | -10.1% | +5.7% | -15.8% | -11.8% |
| 30D | +126.7% | +5.6% | +121.1% | +124.5% |
| 3M | +184.1% | +6.2% | +177.9% | +180.8% |
| 6M | +143.3% | -8.2% | +151.5% | +148.5% |
| YTD | +359.9% | +9.7% | +350.2% | +347.5% |
| 1Y | +454.2% | +17.0% | +437.2% | +425.4% |
| 3Y | +26.0% | +118.5% | -92.5% | -2.2% |
| 5Y | -70.3% | +134.3% | -204.6% | -77.9% |
| All | +629.1% | +381.3% | +247.8% | +488.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling