+682.5%
MRNA vs TMF
-79.0%
+761.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +5.5% | -1.4% | +6.9% | +5.7% |
| 30D | +158.7% | -2.8% | +161.6% | +160.9% |
| 3M | +182.1% | -10.9% | +193.0% | +187.4% |
| 6M | +151.8% | -21.3% | +173.1% | +159.8% |
| YTD | +393.6% | -15.9% | +409.4% | +405.8% |
| 1Y | +499.5% | -15.7% | +515.2% | +514.0% |
| 3Y | +29.3% | -43.4% | +72.7% | +35.4% |
| 5Y | -65.1% | -87.8% | +22.7% | -60.7% |
| All | +682.5% | -79.0% | +761.5% | +865.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling