-5.0%
MRNA vs Z
-53.4%
+48.5%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.9% | -5.0% |
| 7D | -12.1% | +0.8% | -13.0% | -12.4% |
| 30D | -1.3% | +5.2% | -6.5% | -4.9% |
| 3M | +250.9% | -17.0% | +268.0% | +278.7% |
| 6M | +343.0% | -22.7% | +365.7% | +388.3% |
| YTD | +657.4% | -56.3% | +713.8% | +924.4% |
| 1Y | +794.9% | -57.7% | +852.6% | +1,121.7% |
| 3Y | +218.1% | -16.5% | +234.7% | +200.0% |
| All | -5.0% | -53.4% | +48.5% | +0.7% |
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