-66.8%
MRNA vs MTSI
+331.9%
-398.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.1% |
| 7D | -9.0% | +4.9% | -13.9% | -10.1% |
| 30D | +137.2% | -11.6% | +148.8% | +142.3% |
| 3M | +194.8% | -24.1% | +218.9% | +211.4% |
| 6M | +167.2% | +32.4% | +134.8% | +121.3% |
| YTD | +375.9% | +60.4% | +315.4% | +261.5% |
| 1Y | +465.2% | +111.0% | +354.2% | +277.8% |
| 3Y | +30.4% | +246.1% | -215.8% | -37.2% |
| 5Y | -66.8% | +340.3% | -407.1% | -88.0% |
| All | -66.8% | +331.9% | -398.7% | -88.0% |
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