+1,100.9%
MRNA vs Z
-19.0%
+1,119.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.9% | -4.4% |
| 7D | -12.1% | +0.8% | -13.0% | -12.3% |
| 30D | -1.3% | +5.2% | -6.5% | -3.3% |
| 3M | +250.9% | -17.0% | +268.0% | +268.5% |
| 6M | +343.0% | -22.7% | +365.7% | +371.7% |
| YTD | +657.4% | -56.3% | +713.8% | +814.2% |
| 1Y | +794.9% | -57.7% | +852.6% | +986.7% |
| 3Y | +218.1% | -16.5% | +234.7% | +222.8% |
| 5Y | -3.4% | -53.4% | +50.0% | +4.4% |
| All | +1,100.9% | -19.0% | +1,119.9% | +1,244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling