+7.5%
MRNA vs TLN
+602.5%
-594.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.2% |
| 7D | -9.0% | +10.9% | -19.9% | -11.1% |
| 30D | +137.2% | -6.3% | +143.5% | +140.1% |
| 3M | +194.8% | -10.7% | +205.5% | +200.0% |
| 6M | +167.2% | +1.6% | +165.6% | +165.4% |
| YTD | +375.9% | -13.1% | +388.9% | +380.3% |
| 1Y | +465.2% | -15.1% | +480.2% | +470.5% |
| 3Y | +30.4% | +495.0% | -464.6% | -29.8% |
| All | +7.5% | +602.5% | -594.9% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling