+30.4%
MRNA vs OUST
+645.3%
-615.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -3.8% |
| 7D | -9.0% | +12.7% | -21.8% | -9.8% |
| 30D | +137.2% | -13.6% | +150.8% | +138.8% |
| 3M | +194.8% | -8.3% | +203.1% | +189.0% |
| 6M | +167.2% | +85.0% | +82.2% | +139.4% |
| YTD | +375.9% | +73.2% | +302.6% | +328.2% |
| 1Y | +465.2% | +32.5% | +432.7% | +415.6% |
| 3Y | +30.4% | +643.8% | -613.5% | -4.6% |
| All | +30.4% | +645.3% | -615.0% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling