+629.1%
MRNA vs MTSI
+1,700.6%
-1,071.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.1% | -7.5% | -4.1% |
| 7D | -10.1% | +11.1% | -21.2% | -11.8% |
| 30D | +126.7% | -3.7% | +130.4% | +126.1% |
| 3M | +184.1% | -20.2% | +204.4% | +192.2% |
| 6M | +143.3% | +30.8% | +112.5% | +119.2% |
| YTD | +359.9% | +67.0% | +292.8% | +289.0% |
| 1Y | +454.2% | +120.4% | +333.7% | +335.4% |
| 3Y | +26.0% | +260.4% | -234.4% | -14.2% |
| 5Y | -70.3% | +356.3% | -426.5% | -81.0% |
| All | +629.1% | +1,700.6% | -1,071.5% | +336.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling