-69.6%
MRNA vs THC
+254.2%
-323.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | -8.2% | 0.0% | -8.2% | -8.3% |
| 30D | +125.6% | +1.5% | +124.0% | +124.3% |
| 3M | +197.1% | +59.9% | +137.2% | +168.7% |
| 6M | +148.5% | +11.0% | +137.5% | +141.0% |
| YTD | +363.3% | +32.6% | +330.7% | +331.0% |
| 1Y | +462.0% | +37.4% | +424.6% | +417.6% |
| 3Y | +26.9% | +252.5% | -225.6% | -8.0% |
| 5Y | -69.6% | +262.3% | -331.9% | -78.4% |
| All | -69.6% | +254.2% | -323.8% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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