+629.1%
MRNA vs VT
+169.5%
+459.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -2.8% |
| 7D | -10.1% | -0.1% | -9.9% | -10.0% |
| 30D | +126.7% | -0.7% | +127.4% | +129.0% |
| 3M | +184.1% | +4.0% | +180.1% | +176.5% |
| 6M | +143.3% | +12.3% | +131.0% | +122.8% |
| YTD | +359.9% | +14.0% | +345.8% | +317.3% |
| 1Y | +454.2% | +20.3% | +433.9% | +383.5% |
| 3Y | +26.0% | +75.4% | -49.5% | -13.8% |
| 5Y | -70.3% | +66.0% | -136.2% | -79.5% |
| All | +629.1% | +169.5% | +459.5% | +315.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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