+674.0%
MRNA vs TXT
+54.2%
+619.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.3% | +3.1% | +4.8% |
| 7D | -1.1% | +2.5% | -3.6% | -1.7% |
| 30D | +126.1% | -8.9% | +135.0% | +131.1% |
| 3M | +190.0% | -13.6% | +203.6% | +200.2% |
| 6M | +157.2% | -13.1% | +170.3% | +165.5% |
| YTD | +388.2% | -7.0% | +395.2% | +395.5% |
| 1Y | +467.0% | -1.4% | +468.4% | +468.5% |
| 3Y | +36.1% | +7.0% | +29.1% | +34.4% |
| 5Y | -68.0% | +15.4% | -83.4% | -68.9% |
| All | +674.0% | +54.2% | +619.9% | +693.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling