+467.0%
MRNA vs TLN
-23.3%
+490.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.2% |
| 7D | -1.1% | -1.3% | +0.3% | -0.7% |
| 30D | +126.1% | -14.3% | +140.5% | +135.6% |
| 3M | +190.0% | -9.3% | +199.3% | +196.7% |
| 6M | +157.2% | -1.1% | +158.3% | +158.6% |
| YTD | +388.2% | -16.6% | +404.8% | +395.3% |
| 1Y | +467.0% | -22.0% | +489.0% | +445.7% |
| All | +467.0% | -23.3% | +490.4% | +445.7% |
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 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