+157.2%
MRNA vs OTIS
-18.6%
+175.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +2.5% |
| 7D | -1.1% | -3.0% | +1.9% | +3.8% |
| 30D | +126.1% | -6.0% | +132.1% | +138.2% |
| 3M | +190.0% | -0.9% | +190.9% | +201.2% |
| 6M | +157.2% | -17.3% | +174.6% | +185.5% |
| All | +157.2% | -18.6% | +175.8% | +185.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling