-70.3%
MRNA vs TPR
+225.0%
-295.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -2.2% |
| 7D | -10.1% | -7.3% | -2.8% | -7.7% |
| 30D | +126.7% | -30.7% | +157.5% | +155.2% |
| 3M | +184.1% | -21.6% | +205.7% | +204.4% |
| 6M | +143.3% | -21.3% | +164.6% | +158.4% |
| YTD | +359.9% | -10.2% | +370.0% | +362.5% |
| 1Y | +454.2% | +9.5% | +444.7% | +413.5% |
| 3Y | +26.0% | +280.8% | -254.8% | -33.5% |
| 5Y | -70.3% | +218.7% | -289.0% | -85.7% |
| All | -70.3% | +225.0% | -295.2% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling