+114.2%
MRNA vs VLTO
+56.4%
+57.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.1% | -4.0% |
| 7D | -12.1% | +1.0% | -13.1% | -12.8% |
| 30D | -1.3% | +17.5% | -18.8% | -15.5% |
| 3M | +250.9% | +21.4% | +229.5% | +196.5% |
| 6M | +343.0% | +38.1% | +304.9% | +248.1% |
| YTD | +657.4% | +19.0% | +638.4% | +540.3% |
| 1Y | +794.9% | +20.7% | +774.3% | +648.7% |
| 3Y | +218.1% | +64.3% | +153.9% | +135.1% |
| All | +114.2% | +56.4% | +57.9% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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