-10.0%
MRNA vs TSLQ
-97.2%
+87.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.2% |
| 7D | -1.1% | -6.6% | +5.5% | -2.1% |
| 30D | +126.1% | -24.3% | +150.4% | +120.6% |
| 3M | +190.0% | -3.6% | +193.6% | +194.6% |
| 6M | +157.2% | -12.0% | +169.2% | +162.9% |
| YTD | +388.2% | +1.4% | +386.8% | +409.0% |
| 1Y | +467.0% | -43.6% | +510.6% | +460.6% |
| 3Y | +36.1% | -95.4% | +131.5% | +17.9% |
| All | -10.0% | -97.2% | +87.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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