+499.5%
MRNA vs TLN
-17.2%
+516.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -6.0% | -3.5% |
| 7D | +5.5% | +7.1% | -1.6% | +2.9% |
| 30D | +158.7% | -3.9% | +162.6% | +162.2% |
| 3M | +182.1% | -16.2% | +198.3% | +192.9% |
| 6M | +151.8% | -5.8% | +157.6% | +154.4% |
| YTD | +393.6% | -15.4% | +409.0% | +398.7% |
| 1Y | +499.5% | -16.7% | +516.1% | +473.5% |
| All | +499.5% | -17.2% | +516.6% | +473.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling