+215.4%
RTX vs MRNA
+537.9%
-322.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -1.0% |
| 7D | -3.1% | -9.0% | +5.9% | -3.0% |
| 30D | -10.6% | +137.2% | -147.7% | -11.7% |
| 3M | +11.6% | +194.8% | -183.2% | +9.6% |
| 6M | -4.5% | +167.2% | -171.7% | -6.1% |
| YTD | +9.6% | +375.9% | -366.3% | +6.5% |
| 1Y | +30.8% | +465.2% | -434.3% | +26.7% |
| 3Y | +152.8% | +30.4% | +122.5% | +148.2% |
| 5Y | +167.1% | -66.8% | +233.9% | +158.7% |
| All | +215.4% | +537.9% | -322.5% | +217.9% |
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