+462.0%
MRNA vs TYL
-39.8%
+501.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +2.0% |
| 7D | -8.2% | -11.5% | +3.3% | -1.3% |
| 30D | +125.6% | +3.9% | +121.7% | +125.1% |
| 3M | +197.1% | +10.8% | +186.3% | +192.0% |
| 6M | +148.5% | -5.3% | +153.8% | +151.4% |
| YTD | +363.3% | -26.1% | +389.4% | +400.3% |
| 1Y | +462.0% | -38.5% | +500.5% | +526.6% |
| All | +462.0% | -39.8% | +501.8% | +526.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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