-37.8%
U vs MRNA
+98.6%
-136.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | +4.4% | -10.1% | +14.4% | +5.9% |
| 30D | -1.3% | +126.7% | -128.0% | -24.6% |
| 3M | +49.6% | +184.1% | -134.5% | +5.0% |
| 6M | +100.2% | +143.3% | -43.1% | +45.6% |
| YTD | -3.7% | +359.9% | -363.5% | -43.6% |
| 1Y | -6.5% | +454.2% | -460.7% | -49.4% |
| 3Y | +12.9% | +26.0% | -13.1% | -10.8% |
| 5Y | -68.3% | -70.3% | +2.0% | -67.0% |
| All | -37.8% | +98.6% | -136.4% | -63.4% |
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