+143.2%
MS vs MRNA
-68.5%
+211.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.3% |
| 7D | +1.7% | -10.1% | +11.7% | +2.1% |
| 30D | 0.0% | +126.7% | -126.7% | -7.3% |
| 3M | +3.0% | +184.1% | -181.1% | -7.6% |
| 6M | +35.7% | +143.3% | -107.6% | +23.6% |
| YTD | +23.3% | +359.9% | -336.5% | +3.4% |
| 1Y | +44.7% | +454.2% | -409.5% | +17.9% |
| 3Y | +178.0% | +26.0% | +152.0% | +156.6% |
| 5Y | +143.2% | -70.3% | +213.4% | +131.0% |
| All | +143.2% | -68.5% | +211.6% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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