-67.4%
MRNA vs Z
-66.0%
-1.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.9% |
| 7D | -8.2% | -11.6% | +3.3% | -3.3% |
| 30D | +125.6% | -8.5% | +134.0% | +136.6% |
| 3M | +197.1% | -7.9% | +205.0% | +210.1% |
| 6M | +148.5% | -29.1% | +177.6% | +182.2% |
| YTD | +363.3% | -54.2% | +417.5% | +510.7% |
| 1Y | +462.0% | -63.5% | +525.5% | +700.5% |
| 3Y | +26.9% | -38.6% | +65.5% | +40.9% |
| All | -67.4% | -66.0% | -1.4% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling