+36.1%
MRNA vs TSEM
+645.3%
-609.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +5.3% |
| 7D | -1.1% | -4.9% | +3.8% | -0.9% |
| 30D | +126.1% | -18.7% | +144.9% | +129.7% |
| 3M | +190.0% | -18.1% | +208.2% | +188.3% |
| 6M | +157.2% | +77.1% | +80.1% | +108.6% |
| YTD | +388.2% | +80.1% | +308.1% | +289.2% |
| 1Y | +467.0% | +220.4% | +246.6% | +285.0% |
| 3Y | +36.1% | +650.1% | -614.0% | -34.6% |
| All | +36.1% | +645.3% | -609.2% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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