+674.0%
MRNA vs VRSK
+58.1%
+616.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.3% |
| 7D | -1.1% | -5.2% | +4.1% | +1.0% |
| 30D | +126.1% | -2.3% | +128.4% | +129.7% |
| 3M | +190.0% | -2.9% | +193.0% | +193.0% |
| 6M | +157.2% | -12.8% | +170.0% | +166.9% |
| YTD | +388.2% | -20.8% | +409.0% | +420.1% |
| 1Y | +467.0% | -33.2% | +500.3% | +537.6% |
| 3Y | +36.1% | -26.6% | +62.7% | +44.2% |
| 5Y | -68.0% | -11.3% | -56.6% | -69.1% |
| All | +674.0% | +58.1% | +616.0% | +412.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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