+36.7%
O vs MRNA
+516.4%
-479.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.5% |
| 7D | -2.3% | -10.1% | +7.8% | -2.2% |
| 30D | -2.4% | +126.7% | -129.2% | -3.4% |
| 3M | -0.6% | +184.1% | -184.7% | -1.7% |
| 6M | -5.0% | +143.3% | -148.3% | -6.0% |
| YTD | +10.4% | +359.9% | -349.5% | +8.8% |
| 1Y | +6.6% | +454.2% | -447.6% | +4.9% |
| 3Y | +28.4% | +26.0% | +2.4% | +26.4% |
| 5Y | +15.3% | -70.3% | +85.5% | +9.5% |
| All | +36.7% | +516.4% | -479.7% | +59.3% |
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