+404.5%
MSFT vs MRNA
+516.4%
-111.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.3% |
| 7D | -1.0% | -10.1% | +9.0% | -0.7% |
| 30D | -2.7% | +126.7% | -129.4% | -8.8% |
| 3M | +22.1% | +184.1% | -162.0% | +12.5% |
| 6M | +20.6% | +143.3% | -122.7% | +12.0% |
| YTD | +2.3% | +359.9% | -357.5% | -9.4% |
| 1Y | -0.5% | +454.2% | -454.7% | -13.5% |
| 3Y | +50.5% | +26.0% | +24.5% | +41.1% |
| 5Y | +72.3% | -70.3% | +142.6% | +68.7% |
| All | +404.5% | +516.4% | -111.9% | +332.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling