+73.9%
MSFT vs MRNA
-67.9%
+141.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.7% | +0.4% |
| 7D | -0.8% | -1.1% | +0.3% | -0.8% |
| 30D | +0.8% | +126.1% | -125.3% | -5.5% |
| 3M | +27.2% | +190.0% | -162.8% | +16.2% |
| 6M | +22.9% | +157.2% | -134.3% | +13.1% |
| YTD | +3.1% | +388.2% | -385.1% | -11.5% |
| 1Y | -0.3% | +467.0% | -467.3% | -16.4% |
| 3Y | +50.1% | +36.1% | +14.0% | +41.2% |
| All | +73.9% | -67.9% | +141.8% | +70.9% |
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