+1,237.0%
MRNA vs MTSI
+1,472.4%
-235.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.3% | -11.2% | -2.7% |
| 7D | -3.8% | +7.2% | -10.9% | -5.3% |
| 30D | +16.4% | -18.4% | +34.8% | +20.0% |
| 3M | +310.6% | -16.7% | +327.3% | +316.6% |
| 6M | +370.3% | -31.7% | +402.0% | +391.7% |
| YTD | +743.3% | +45.9% | +697.4% | +624.1% |
| 1Y | +841.7% | +47.0% | +794.7% | +706.8% |
| 3Y | +255.0% | +224.1% | +30.9% | +144.0% |
| 5Y | +10.1% | +238.5% | -228.4% | -27.5% |
| All | +1,237.0% | +1,472.4% | -235.4% | +712.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling