+291.1%
PSX vs MRNA
+516.4%
-225.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.7% |
| 7D | +1.8% | -10.1% | +11.9% | +1.9% |
| 30D | +21.6% | +126.7% | -105.1% | +19.9% |
| 3M | +46.5% | +184.1% | -137.7% | +43.5% |
| 6M | +62.0% | +143.3% | -81.3% | +59.1% |
| YTD | +106.3% | +359.9% | -253.5% | +99.4% |
| 1Y | +103.0% | +454.2% | -351.2% | +95.0% |
| 3Y | +135.5% | +26.0% | +109.6% | +128.8% |
| 5Y | +368.5% | -70.3% | +438.8% | +355.0% |
| All | +291.1% | +516.4% | -225.3% | +254.8% |
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