+1,248.5%
MRNA vs MTSI
+1,325.3%
-76.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.5% | -5.2% | -6.5% |
| 7D | +9.8% | -3.8% | +13.6% | +10.3% |
| 30D | +11.5% | -31.4% | +42.9% | +18.7% |
| 3M | +319.4% | -23.8% | +343.1% | +332.7% |
| 6M | +361.5% | -37.1% | +398.6% | +389.8% |
| YTD | +750.6% | +32.2% | +718.3% | +644.5% |
| 1Y | +913.0% | +26.9% | +886.1% | +794.2% |
| 3Y | +258.1% | +193.7% | +64.3% | +150.9% |
| 5Y | +9.6% | +218.0% | -208.5% | -26.8% |
| All | +1,248.5% | +1,325.3% | -76.8% | +735.3% |
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