+308.6%
ON vs MRNA
+516.4%
-207.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | +0.1% |
| 7D | -1.9% | -10.1% | +8.2% | -1.2% |
| 30D | -11.0% | +126.7% | -137.8% | -21.1% |
| 3M | -39.3% | +184.1% | -223.5% | -48.5% |
| 6M | +19.8% | +143.3% | -123.5% | +3.6% |
| YTD | +31.1% | +359.9% | -328.8% | +3.0% |
| 1Y | +46.0% | +454.2% | -408.2% | +11.1% |
| 3Y | -27.5% | +26.0% | -53.5% | -36.5% |
| 5Y | +56.9% | -70.3% | +127.2% | +41.9% |
| All | +308.6% | +516.4% | -207.8% | +287.8% |
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