+59.8%
ON vs MRNA
-67.9%
+127.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.4% | +3.1% | +8.1% |
| 7D | +2.4% | -1.1% | +3.5% | +2.5% |
| 30D | -8.6% | +126.1% | -134.7% | -21.6% |
| 3M | -34.3% | +190.0% | -224.4% | -48.5% |
| 6M | +28.5% | +157.2% | -128.7% | +3.5% |
| YTD | +40.6% | +388.2% | -347.6% | -6.1% |
| 1Y | +55.3% | +467.0% | -411.7% | -1.8% |
| 3Y | -22.2% | +36.1% | -58.3% | -34.5% |
| All | +59.8% | -67.9% | +127.7% | +56.1% |
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 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