+634.5%
MRNA vs TMF
-80.1%
+714.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.2% | +1.3% |
| 7D | -8.2% | -4.8% | -3.5% | -7.5% |
| 30D | +125.6% | -4.9% | +130.5% | +128.6% |
| 3M | +197.1% | -13.4% | +210.5% | +204.5% |
| 6M | +148.5% | -23.0% | +171.5% | +157.8% |
| YTD | +363.3% | -20.2% | +383.5% | +378.9% |
| 1Y | +462.0% | -26.5% | +488.5% | +485.5% |
| 3Y | +26.9% | -45.2% | +72.1% | +33.9% |
| 5Y | -69.6% | -88.4% | +18.8% | -65.5% |
| All | +634.5% | -80.1% | +714.6% | +813.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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