+499.5%
MRNA vs OUST
+33.5%
+466.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | +5.5% | +5.2% | +0.3% | +5.3% |
| 30D | +158.7% | -19.3% | +178.0% | +161.1% |
| 3M | +182.1% | -22.6% | +204.8% | +177.9% |
| 6M | +151.8% | +62.8% | +89.0% | +112.8% |
| YTD | +393.6% | +68.3% | +325.2% | +313.7% |
| 1Y | +499.5% | +28.5% | +470.9% | +403.0% |
| All | +499.5% | +33.5% | +466.0% | +403.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling