+92.2%
MRNA vs OUST
-61.4%
+153.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -3.9% |
| 7D | -9.0% | +12.7% | -21.8% | -10.3% |
| 30D | +137.2% | -13.6% | +150.8% | +139.8% |
| 3M | +194.8% | -8.3% | +203.1% | +188.9% |
| 6M | +167.2% | +85.0% | +82.2% | +133.8% |
| YTD | +375.9% | +73.2% | +302.6% | +318.4% |
| 1Y | +465.2% | +32.5% | +432.7% | +406.5% |
| 3Y | +30.4% | +643.8% | -613.5% | -19.6% |
| 5Y | -66.8% | -52.1% | -14.7% | -70.3% |
| All | +92.2% | -61.4% | +153.6% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling