+93.1%
ORCL vs MRNA
-68.5%
+161.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | -0.4% |
| 7D | +10.9% | -10.1% | +21.0% | +11.4% |
| 30D | +7.0% | +126.7% | -119.7% | -1.8% |
| 3M | -21.2% | +184.1% | -205.3% | -29.8% |
| 6M | +7.4% | +143.3% | -135.9% | -2.9% |
| YTD | -16.3% | +359.9% | -376.1% | -29.8% |
| 1Y | -32.3% | +454.2% | -486.5% | -44.7% |
| 3Y | +32.6% | +26.0% | +6.6% | +19.7% |
| 5Y | +93.1% | -70.3% | +163.4% | +72.6% |
| All | +93.1% | -68.5% | +161.6% | +72.6% |
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