+157.2%
MRNA vs MSTZ
-58.4%
+215.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.8% | +9.1% | +3.8% |
| 7D | -1.1% | +17.0% | -18.1% | +6.2% |
| 30D | +126.1% | -61.8% | +187.9% | +55.5% |
| 3M | +190.0% | -54.6% | +244.6% | +107.3% |
| 6M | +157.2% | -59.3% | +216.5% | +85.2% |
| All | +157.2% | -58.4% | +215.7% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 6mo: compounded portfolio wealth divided by compounded MSTZ 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…
6mo analysis · Full analysis span regression · 6 months rolling