+1,248.5%
MRNA vs Z
-21.2%
+1,269.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.5% | -1.2% | -5.2% |
| 7D | +9.8% | -6.5% | +16.3% | +12.1% |
| 30D | +11.5% | -0.1% | +11.6% | +10.8% |
| 3M | +319.4% | -14.1% | +333.5% | +336.7% |
| 6M | +361.5% | -30.1% | +391.6% | +404.1% |
| YTD | +750.6% | -57.5% | +808.1% | +934.9% |
| 1Y | +913.0% | -60.3% | +973.4% | +1,151.6% |
| 3Y | +258.1% | -21.0% | +279.1% | +268.5% |
| 5Y | +9.6% | -54.9% | +64.5% | +19.4% |
| All | +1,248.5% | -21.2% | +1,269.8% | +1,421.8% |
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