+629.1%
MRNA vs VCLT
+19.3%
+609.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.2% |
| 7D | -10.1% | 0.0% | -10.1% | -10.1% |
| 30D | +126.7% | +0.1% | +126.6% | +128.4% |
| 3M | +184.1% | -2.9% | +187.0% | +192.6% |
| 6M | +143.3% | -4.0% | +147.2% | +152.7% |
| YTD | +359.9% | -2.2% | +362.1% | +373.3% |
| 1Y | +454.2% | -2.6% | +456.8% | +472.2% |
| 3Y | +26.0% | +12.3% | +13.7% | +20.6% |
| 5Y | -70.3% | -16.4% | -53.9% | -69.4% |
| All | +629.1% | +19.3% | +609.8% | +509.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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