+13.6%
MRNA vs MTSI
+208.2%
-194.6%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.0% | -3.2% | +3.7% |
| 7D | +21.8% | +3.5% | +18.3% | +20.4% |
| 30D | +19.6% | -30.3% | +49.9% | +29.0% |
| 3M | +354.6% | -26.0% | +380.6% | +378.3% |
| 6M | +394.9% | -36.1% | +431.0% | +433.1% |
| YTD | +812.2% | +34.3% | +777.9% | +616.9% |
| 1Y | +996.2% | +35.3% | +960.9% | +755.5% |
| 3Y | +287.0% | +217.6% | +69.4% | +85.1% |
| 5Y | +13.6% | +210.1% | -196.5% | -51.2% |
| All | +13.6% | +208.2% | -194.6% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling