+674.0%
MRNA vs XRT
+113.3%
+560.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +4.6% |
| 7D | -1.1% | -3.2% | +2.1% | +0.7% |
| 30D | +126.1% | -4.5% | +130.6% | +133.7% |
| 3M | +190.0% | -3.1% | +193.1% | +197.1% |
| 6M | +157.2% | +4.2% | +153.0% | +155.1% |
| YTD | +388.2% | -0.1% | +388.3% | +394.5% |
| 1Y | +467.0% | -3.0% | +470.1% | +482.7% |
| 3Y | +36.1% | +41.8% | -5.7% | +22.0% |
| 5Y | -68.0% | -1.3% | -66.7% | -69.6% |
| All | +674.0% | +113.3% | +560.7% | +749.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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