+682.5%
MRNA vs TYL
+95.9%
+586.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -0.2% |
| 7D | +5.5% | -3.7% | +9.2% | +7.4% |
| 30D | +158.7% | +18.7% | +140.0% | +141.1% |
| 3M | +182.1% | +18.1% | +164.0% | +161.4% |
| 6M | +151.8% | -1.1% | +152.9% | +148.9% |
| YTD | +393.6% | -19.8% | +413.4% | +429.0% |
| 1Y | +499.5% | -34.3% | +533.8% | +603.4% |
| 3Y | +29.3% | -8.2% | +37.5% | +26.3% |
| 5Y | -65.1% | -25.4% | -39.7% | -63.2% |
| All | +682.5% | +95.9% | +586.7% | +458.3% |
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