+36.1%
MRNA vs OTIS
-12.3%
+48.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +4.2% |
| 7D | -1.1% | -3.0% | +1.9% | +0.9% |
| 30D | +126.1% | -6.0% | +132.1% | +134.3% |
| 3M | +190.0% | -0.9% | +190.9% | +193.3% |
| 6M | +157.2% | -17.3% | +174.6% | +180.0% |
| YTD | +388.2% | -19.6% | +407.8% | +435.6% |
| 1Y | +467.0% | -21.0% | +488.1% | +527.4% |
| 3Y | +36.1% | -12.1% | +48.2% | +36.2% |
| All | +36.1% | -12.3% | +48.3% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 3y: compounded portfolio wealth divided by compounded OTIS 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…
3y analysis · Full analysis span regression · 6 months rolling