+11.4%
MRNA vs USAR
+58.5%
-47.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +1.1% |
| 7D | -8.2% | -9.3% | +1.1% | -7.7% |
| 30D | +125.6% | -15.2% | +140.7% | +127.6% |
| 3M | +197.1% | -21.1% | +218.2% | +200.1% |
| 6M | +148.5% | -21.6% | +170.1% | +149.9% |
| YTD | +363.3% | +34.8% | +328.5% | +355.4% |
| 1Y | +462.0% | +15.6% | +446.3% | +454.5% |
| 3Y | +26.9% | +57.7% | -30.8% | -6.0% |
| All | +11.4% | +58.5% | -47.1% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 5y: compounded portfolio wealth divided by compounded USAR 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…
5y analysis · Full analysis span regression · 6 months rolling