+383.3%
MRNA vs OTIS
+87.9%
+295.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.8% | +1.7% |
| 7D | -8.2% | -5.0% | -3.2% | -5.9% |
| 30D | +125.6% | -6.5% | +132.0% | +133.6% |
| 3M | +197.1% | -2.0% | +199.0% | +201.0% |
| 6M | +148.5% | -20.2% | +168.7% | +173.0% |
| YTD | +363.3% | -21.0% | +384.2% | +409.8% |
| 1Y | +462.0% | -20.9% | +482.8% | +518.2% |
| 3Y | +26.9% | -13.3% | +40.3% | +32.8% |
| 5Y | -69.6% | -18.5% | -51.1% | -68.7% |
| All | +383.3% | +87.9% | +295.3% | +318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling