-68.4%
XYZ vs MRNA
-68.5%
0.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.4% |
| 7D | -3.7% | -10.1% | +6.4% | -2.4% |
| 30D | +0.5% | +126.7% | -126.2% | -21.9% |
| 3M | +16.3% | +184.1% | -167.9% | -17.2% |
| 6M | +21.1% | +143.3% | -122.1% | -9.9% |
| YTD | +22.0% | +359.9% | -337.9% | -27.6% |
| 1Y | +5.2% | +454.2% | -449.0% | -42.6% |
| 3Y | +49.6% | +26.0% | +23.6% | +21.0% |
| 5Y | -68.4% | -70.3% | +1.8% | -63.1% |
| All | -68.4% | -68.5% | 0.0% | -63.1% |
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