+94.1%
MRNA vs MSTU
-87.2%
+181.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.4% | +2.1% | -2.6% |
| 7D | -10.1% | +12.9% | -23.0% | -12.3% |
| 30D | +126.7% | +68.3% | +58.4% | +106.7% |
| 3M | +184.1% | +0.4% | +183.7% | +165.1% |
| 6M | +143.3% | -41.5% | +184.8% | +132.7% |
| YTD | +359.9% | -61.7% | +421.6% | +342.8% |
| 1Y | +454.2% | -93.7% | +547.9% | +473.8% |
| All | +94.1% | -87.2% | +181.3% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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