+654.5%
MRNA vs TAP
-24.5%
+679.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -3.0% |
| 7D | -9.0% | -2.3% | -6.7% | -8.7% |
| 30D | +137.2% | -9.4% | +146.6% | +140.1% |
| 3M | +194.8% | -0.8% | +195.6% | +196.1% |
| 6M | +167.2% | -14.7% | +181.9% | +171.8% |
| YTD | +375.9% | -13.9% | +389.8% | +382.0% |
| 1Y | +465.2% | -18.6% | +483.8% | +475.5% |
| 3Y | +30.4% | -32.0% | +62.4% | +34.8% |
| 5Y | -66.8% | -1.0% | -65.8% | -66.5% |
| All | +654.5% | -24.5% | +679.0% | +719.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling