+36.2%
XYZ vs MRNA
+561.6%
-525.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -1.0% | +5.5% | -6.4% | -1.6% |
| 30D | -1.7% | +158.7% | -160.4% | -20.2% |
| 3M | +16.7% | +182.1% | -165.4% | -7.4% |
| 6M | +26.9% | +151.8% | -125.0% | +2.3% |
| YTD | +27.1% | +393.6% | -366.4% | -9.5% |
| 1Y | +9.3% | +499.5% | -490.2% | -25.6% |
| 3Y | +42.3% | +29.3% | +13.0% | +19.2% |
| 5Y | -69.3% | -65.1% | -4.2% | -71.9% |
| All | +36.2% | +561.6% | -525.4% | +20.4% |
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