+69.5%
T vs MRNA
-67.9%
+137.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | +2.0% |
| 7D | +1.5% | -1.1% | +2.6% | +1.5% |
| 30D | +7.5% | +126.1% | -118.7% | +6.4% |
| 3M | +14.8% | +190.0% | -175.2% | +13.1% |
| 6M | -1.7% | +157.2% | -159.0% | -3.0% |
| YTD | +8.7% | +388.2% | -379.5% | +5.3% |
| 1Y | -7.5% | +467.0% | -474.5% | -10.9% |
| 3Y | +110.2% | +36.1% | +74.2% | +110.6% |
| All | +69.5% | -67.9% | +137.4% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 5y: compounded portfolio wealth divided by compounded MRNA 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…
5y analysis · Full analysis span regression · 6 months rolling