+45.4%
ORCL vs MRNA
+2.4%
+43.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | -0.6% |
| 7D | +10.4% | -4.2% | +14.6% | +10.6% |
| 30D | -11.2% | +7.0% | -18.2% | -11.7% |
| 3M | -16.8% | +263.4% | -280.1% | -25.4% |
| 6M | -31.5% | +334.3% | -365.8% | -40.2% |
| YTD | -33.9% | +684.5% | -718.4% | -46.6% |
| 1Y | -43.3% | +766.2% | -809.4% | -54.7% |
| 3Y | +16.5% | +230.3% | -213.8% | -2.3% |
| 5Y | +45.4% | +0.1% | +45.3% | +29.1% |
| All | +45.4% | +2.4% | +43.0% | +29.1% |
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