+3.9%
MRNA vs OUST
-49.1%
+52.9%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +14.0% | -8.7% | +3.6% |
| 7D | +14.6% | +17.0% | -2.4% | +12.5% |
| 30D | +29.4% | -16.5% | +45.9% | +31.9% |
| 3M | +371.9% | -23.7% | +395.6% | +382.7% |
| 6M | +421.0% | +18.4% | +402.6% | +383.1% |
| YTD | +762.0% | +60.8% | +701.2% | +658.9% |
| 1Y | +944.8% | +44.2% | +900.6% | +830.5% |
| 3Y | +252.7% | +668.1% | -415.4% | +110.6% |
| All | +3.9% | -49.1% | +52.9% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling