+1,100.9%
MRNA vs TYL
+128.2%
+972.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.6% | -3.5% |
| 7D | -12.1% | +0.8% | -13.0% | -12.5% |
| 30D | -1.3% | +21.1% | -22.4% | -10.5% |
| 3M | +250.9% | +28.9% | +222.0% | +209.4% |
| 6M | +343.0% | +42.0% | +301.0% | +269.9% |
| YTD | +657.4% | -6.6% | +664.0% | +646.1% |
| 1Y | +794.9% | -9.1% | +804.0% | +792.7% |
| 3Y | +218.1% | +1.8% | +216.3% | +194.5% |
| 5Y | -3.4% | -22.9% | +19.5% | -3.2% |
| All | +1,100.9% | +128.2% | +972.8% | +687.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling