+987.9%
MRNA vs TXG
+406.9%
+581.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +3.4% | +9.7% | +10.8% |
| 7D | +20.6% | -19.3% | +39.9% | +37.0% |
| 30D | +27.1% | -30.9% | +58.1% | +59.5% |
| 3M | +353.4% | +41.1% | +312.3% | +271.2% |
| 6M | +446.3% | +211.9% | +234.4% | +258.0% |
| YTD | +776.2% | +314.0% | +462.2% | +447.4% |
| 1Y | +987.9% | +405.4% | +582.5% | +564.6% |
| All | +987.9% | +406.9% | +581.0% | +564.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling