-49.3%
TE vs MRNA
-67.9%
+18.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | 0.0% |
| 7D | +0.2% | -1.1% | +1.3% | +0.3% |
| 30D | -5.9% | +126.1% | -132.0% | -25.5% |
| 3M | -45.6% | +190.0% | -235.6% | -60.9% |
| 6M | -43.4% | +157.2% | -200.6% | -57.7% |
| YTD | -31.0% | +388.2% | -419.2% | -58.7% |
| 1Y | +145.2% | +467.0% | -321.8% | +39.7% |
| 3Y | -24.1% | +36.1% | -60.1% | -38.1% |
| All | -49.3% | -67.9% | +18.5% | -54.1% |
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