+10.6%
MRNA vs USAR
+68.6%
-58.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -3.2% |
| 7D | -10.1% | -4.4% | -5.7% | -9.8% |
| 30D | +126.7% | -10.4% | +137.1% | +128.1% |
| 3M | +184.1% | -18.4% | +202.5% | +186.4% |
| 6M | +143.3% | -8.8% | +152.1% | +143.0% |
| YTD | +359.9% | +43.4% | +316.5% | +350.5% |
| 1Y | +454.2% | +21.0% | +433.2% | +445.0% |
| 3Y | +26.0% | +67.7% | -41.8% | -7.0% |
| All | +10.6% | +68.6% | -58.0% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling