+674.0%
MRNA vs VIG
+163.0%
+511.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +4.8% |
| 7D | -1.1% | -1.1% | 0.0% | -0.1% |
| 30D | +126.1% | -2.7% | +128.9% | +132.3% |
| 3M | +190.0% | +2.5% | +187.5% | +186.0% |
| 6M | +157.2% | +9.2% | +148.0% | +142.0% |
| YTD | +388.2% | +9.8% | +378.4% | +358.3% |
| 1Y | +467.0% | +12.4% | +454.6% | +425.7% |
| 3Y | +36.1% | +55.9% | -19.8% | +3.7% |
| 5Y | -68.0% | +63.9% | -131.9% | -76.2% |
| All | +674.0% | +163.0% | +511.0% | +323.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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