+777.9%
MRNA vs TXG
+27.0%
+750.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.3% | +2.1% | +4.1% |
| 7D | -1.1% | +9.5% | -10.6% | -4.5% |
| 30D | +126.1% | +18.8% | +107.3% | +115.7% |
| 3M | +190.0% | +136.1% | +53.9% | +121.9% |
| 6M | +157.2% | +235.2% | -78.0% | +73.9% |
| YTD | +388.2% | +320.5% | +67.7% | +207.6% |
| 1Y | +467.0% | +425.2% | +41.8% | +225.7% |
| 3Y | +36.1% | +42.9% | -6.8% | +5.7% |
| 5Y | -68.0% | -62.8% | -5.1% | -67.7% |
| All | +777.9% | +27.0% | +750.8% | +607.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling