+1,100.9%
MRNA vs TMF
-81.1%
+1,182.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.1% | -3.2% |
| 7D | -12.1% | -9.3% | -2.9% | -10.6% |
| 30D | -1.3% | +1.9% | -3.2% | -1.7% |
| 3M | +250.9% | -11.2% | +262.2% | +259.1% |
| 6M | +343.0% | -17.7% | +360.7% | +357.5% |
| YTD | +657.4% | -24.5% | +681.9% | +689.2% |
| 1Y | +794.9% | -29.4% | +824.3% | +838.7% |
| 3Y | +218.1% | -33.4% | +251.6% | +232.1% |
| 5Y | -3.4% | -88.7% | +85.3% | +10.4% |
| All | +1,100.9% | -81.1% | +1,182.1% | +1,406.1% |
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