+467.0%
MRNA vs Z
-62.2%
+529.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.0% | +1.4% | +2.4% |
| 7D | -1.1% | -6.0% | +5.0% | +3.5% |
| 30D | +126.1% | -2.3% | +128.4% | +138.6% |
| 3M | +190.0% | -0.6% | +190.6% | +203.5% |
| 6M | +157.2% | -27.6% | +184.8% | +188.0% |
| YTD | +388.2% | -52.4% | +440.6% | +514.3% |
| 1Y | +467.0% | -63.6% | +530.6% | +609.2% |
| All | +467.0% | -62.2% | +529.2% | +609.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling