+10.3%
MRNA vs TLN
+574.4%
-564.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.3% |
| 7D | -1.1% | -1.3% | +0.3% | -0.8% |
| 30D | +126.1% | -14.3% | +140.5% | +132.9% |
| 3M | +190.0% | -9.3% | +199.3% | +194.9% |
| 6M | +157.2% | -1.1% | +158.3% | +157.2% |
| YTD | +388.2% | -16.6% | +404.8% | +397.0% |
| 1Y | +467.0% | -22.0% | +489.0% | +481.6% |
| 3Y | +36.1% | +470.2% | -434.1% | -26.1% |
| All | +10.3% | +574.4% | -564.1% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling