+36.1%
MRNA vs TNA
+101.9%
-65.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +4.9% |
| 7D | -1.1% | -7.3% | +6.2% | +2.2% |
| 30D | +126.1% | -14.2% | +140.3% | +143.3% |
| 3M | +190.0% | -4.6% | +194.6% | +198.0% |
| 6M | +157.2% | +36.9% | +120.3% | +125.6% |
| YTD | +388.2% | +42.5% | +345.7% | +321.3% |
| 1Y | +467.0% | +45.8% | +421.3% | +381.2% |
| 3Y | +36.1% | +104.7% | -68.6% | -7.0% |
| All | +36.1% | +101.9% | -65.8% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling