-65.7%
MRNA vs MTB
+104.1%
-169.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.0% | +5.3% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +126.1% | -4.8% | +130.9% | +128.4% |
| 3M | +190.0% | +6.0% | +184.1% | +181.3% |
| 6M | +157.2% | +19.6% | +137.6% | +139.0% |
| YTD | +388.2% | +21.5% | +366.7% | +350.0% |
| 1Y | +467.0% | +24.7% | +442.3% | +417.4% |
| 3Y | +36.1% | +108.6% | -72.5% | +5.7% |
| All | -65.7% | +104.1% | -169.8% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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