+64.3%
XLF vs MRNA
-67.9%
+132.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | +0.5% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | -1.2% | +126.1% | -127.3% | -5.7% |
| 3M | +9.2% | +190.0% | -180.8% | +1.9% |
| 6M | +16.3% | +157.2% | -140.9% | +9.2% |
| YTD | +5.4% | +388.2% | -382.8% | -6.4% |
| 1Y | +7.6% | +467.0% | -459.4% | -6.0% |
| 3Y | +74.2% | +36.1% | +38.1% | +64.8% |
| All | +64.3% | -67.9% | +132.1% | +57.7% |
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