+629.1%
MRNA vs Z
-12.7%
+641.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -10.1% | -7.1% | -3.0% | -8.2% |
| 30D | +126.7% | -4.8% | +131.5% | +131.6% |
| 3M | +184.1% | -9.3% | +193.5% | +193.3% |
| 6M | +143.3% | -29.0% | +172.3% | +164.8% |
| YTD | +359.9% | -52.9% | +412.7% | +448.7% |
| 1Y | +454.2% | -63.1% | +517.3% | +598.4% |
| 3Y | +26.0% | -36.9% | +62.9% | +36.5% |
| 5Y | -70.3% | -65.5% | -4.8% | -67.4% |
| All | +629.1% | -12.7% | +641.7% | +707.0% |
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 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