+48.5%
XYZ vs MRNA
+31.4%
+17.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -3.0% |
| 7D | +2.9% | -9.0% | +11.9% | +3.4% |
| 30D | +1.4% | +137.2% | -135.8% | -9.5% |
| 3M | +14.6% | +194.8% | -180.3% | -2.6% |
| 6M | +20.8% | +167.2% | -146.4% | +4.3% |
| YTD | +23.1% | +375.9% | -352.8% | -4.3% |
| 1Y | +5.6% | +465.2% | -459.5% | -21.0% |
| All | +48.5% | +31.4% | +17.1% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling