-34.7%
UPS vs MRNA
-67.9%
+33.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | +0.1% |
| 7D | -2.0% | -1.1% | -0.9% | -1.9% |
| 30D | -2.0% | +126.1% | -128.1% | -8.8% |
| 3M | -6.2% | +190.0% | -196.3% | -15.7% |
| 6M | +2.8% | +157.2% | -154.5% | -6.7% |
| YTD | +5.9% | +388.2% | -382.3% | -11.1% |
| 1Y | +26.2% | +467.0% | -440.8% | +3.4% |
| 3Y | -26.0% | +36.1% | -62.1% | -32.5% |
| All | -34.7% | -67.9% | +33.2% | -38.7% |
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