-69.6%
MRNA vs XRT
-4.5%
-65.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.5% |
| 7D | -8.2% | -3.6% | -4.7% | -5.1% |
| 30D | +125.6% | -6.7% | +132.3% | +143.4% |
| 3M | +197.1% | -1.4% | +198.5% | +205.4% |
| 6M | +148.5% | +1.7% | +146.8% | +149.1% |
| YTD | +363.3% | -1.5% | +364.7% | +377.5% |
| 1Y | +462.0% | -2.5% | +464.5% | +484.2% |
| 3Y | +26.9% | +39.9% | -13.0% | +1.8% |
| 5Y | -69.6% | -2.6% | -67.0% | -73.3% |
| All | -69.6% | -4.5% | -65.1% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling