+674.0%
MRNA vs TSEM
+1,249.0%
-574.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +5.2% |
| 7D | -1.1% | -4.9% | +3.8% | -0.5% |
| 30D | +126.1% | -18.7% | +144.9% | +131.6% |
| 3M | +190.0% | -18.1% | +208.2% | +190.4% |
| 6M | +157.2% | +77.1% | +80.1% | +111.5% |
| YTD | +388.2% | +80.1% | +308.1% | +296.3% |
| 1Y | +467.0% | +220.4% | +246.6% | +300.1% |
| 3Y | +36.1% | +650.1% | -614.0% | -24.1% |
| 5Y | -68.0% | +628.9% | -696.8% | -82.1% |
| All | +674.0% | +1,249.0% | -574.9% | +269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling