+634.5%
MRNA vs MTZ
+444.9%
+189.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | +1.3% |
| 7D | -8.2% | 0.0% | -8.2% | -8.3% |
| 30D | +125.6% | -14.8% | +140.4% | +129.9% |
| 3M | +197.1% | -30.8% | +227.9% | +211.7% |
| 6M | +148.5% | -22.6% | +171.1% | +154.7% |
| YTD | +363.3% | +6.8% | +356.5% | +349.0% |
| 1Y | +462.0% | +22.1% | +439.9% | +432.1% |
| 3Y | +26.9% | +153.1% | -126.2% | +4.6% |
| 5Y | -69.6% | +161.4% | -231.0% | -75.4% |
| All | +634.5% | +444.9% | +189.6% | +449.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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