+118.3%
NOK vs MRNA
+521.0%
-402.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | +8.7% | -8.2% | +16.9% | +9.1% |
| 30D | +12.5% | +125.6% | -113.1% | +4.7% |
| 3M | -20.7% | +197.1% | -217.8% | -28.2% |
| 6M | +36.2% | +148.5% | -112.3% | +24.8% |
| YTD | +64.1% | +363.3% | -299.1% | +41.6% |
| 1Y | +132.4% | +462.0% | -329.6% | +95.8% |
| 3Y | +182.9% | +26.9% | +155.9% | +164.0% |
| 5Y | +102.8% | -69.6% | +172.4% | +100.9% |
| All | +118.3% | +521.0% | -402.7% | +79.8% |
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