+1,346.2%
MRNA vs Z
-16.7%
+1,362.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.8% | +2.0% | +4.8% |
| 7D | +21.8% | -5.2% | +27.0% | +23.7% |
| 30D | +19.6% | +5.7% | +13.8% | +16.9% |
| 3M | +354.6% | -8.7% | +363.4% | +365.2% |
| 6M | +394.9% | -26.0% | +420.9% | +431.8% |
| YTD | +812.2% | -55.0% | +867.2% | +991.8% |
| 1Y | +996.2% | -58.0% | +1,054.2% | +1,232.0% |
| 3Y | +287.0% | -15.2% | +302.2% | +290.5% |
| 5Y | +13.6% | -53.8% | +67.4% | +22.1% |
| All | +1,346.2% | -16.7% | +1,362.9% | +1,505.5% |
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