-69.6%
MRNA vs TAP
-2.6%
-67.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -8.2% | -5.3% | -3.0% | -7.1% |
| 30D | +125.6% | -7.4% | +132.9% | +129.2% |
| 3M | +197.1% | -4.9% | +202.0% | +201.1% |
| 6M | +148.5% | -14.2% | +162.7% | +154.4% |
| YTD | +363.3% | -14.8% | +378.1% | +371.8% |
| 1Y | +462.0% | -18.1% | +480.1% | +474.9% |
| 3Y | +26.9% | -32.7% | +59.6% | +32.6% |
| 5Y | -69.6% | -0.5% | -69.1% | -65.0% |
| All | -69.6% | -2.6% | -67.0% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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