+634.5%
MRNA vs TPR
+276.5%
+358.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -8.2% | -5.1% | -3.1% | -7.5% |
| 30D | +125.6% | -27.6% | +153.1% | +135.5% |
| 3M | +197.1% | -17.5% | +214.5% | +203.7% |
| 6M | +148.5% | -21.3% | +169.8% | +155.3% |
| YTD | +363.3% | -8.5% | +371.7% | +365.2% |
| 1Y | +462.0% | +11.5% | +450.5% | +447.8% |
| 3Y | +26.9% | +288.0% | -261.1% | +5.0% |
| 5Y | -69.6% | +225.2% | -294.8% | -75.0% |
| All | +634.5% | +276.5% | +358.0% | +615.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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