+654.5%
MRNA vs TXT
+51.4%
+603.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | -9.0% | -0.2% | -8.8% | -9.0% |
| 30D | +137.2% | -11.1% | +148.2% | +143.9% |
| 3M | +194.8% | -13.0% | +207.8% | +204.7% |
| 6M | +167.2% | -16.2% | +183.4% | +178.2% |
| YTD | +375.9% | -8.7% | +384.6% | +385.1% |
| 1Y | +465.2% | -3.8% | +468.9% | +470.0% |
| 3Y | +30.4% | +5.5% | +24.9% | +29.2% |
| 5Y | -66.8% | +12.3% | -79.1% | -67.7% |
| All | +654.5% | +51.4% | +603.1% | +677.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling