+30.7%
UPS vs MRNA
+521.0%
-490.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.7% |
| 7D | -3.4% | -8.2% | +4.8% | -3.1% |
| 30D | -2.7% | +125.6% | -128.3% | -8.9% |
| 3M | -1.6% | +197.1% | -198.7% | -9.9% |
| 6M | +2.3% | +148.5% | -146.2% | -5.3% |
| YTD | +5.6% | +363.3% | -357.7% | -6.8% |
| 1Y | +27.1% | +462.0% | -434.9% | +10.3% |
| 3Y | -26.3% | +26.9% | -53.2% | -31.7% |
| 5Y | -34.5% | -69.6% | +35.1% | -37.6% |
| All | +30.7% | +521.0% | -490.3% | +8.2% |
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