+674.0%
MRNA vs TNA
+20.1%
+653.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.1% |
| 7D | -1.1% | -7.3% | +6.2% | +0.7% |
| 30D | +126.1% | -14.2% | +140.3% | +135.5% |
| 3M | +190.0% | -4.6% | +194.6% | +194.5% |
| 6M | +157.2% | +36.9% | +120.3% | +139.6% |
| YTD | +388.2% | +42.5% | +345.7% | +351.2% |
| 1Y | +467.0% | +45.8% | +421.3% | +420.2% |
| 3Y | +36.1% | +104.7% | -68.6% | +12.8% |
| 5Y | -68.0% | -21.7% | -46.3% | -71.7% |
| All | +674.0% | +20.1% | +653.9% | +598.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling