-53.1%
TE vs MRNA
+585.6%
-638.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | +0.1% |
| 7D | +0.2% | -1.1% | +1.3% | +0.3% |
| 30D | -5.9% | +126.1% | -132.0% | -22.8% |
| 3M | -45.6% | +190.0% | -235.6% | -58.0% |
| 6M | -43.4% | +157.2% | -200.6% | -55.2% |
| YTD | -31.0% | +388.2% | -419.2% | -52.4% |
| 1Y | +145.2% | +467.0% | -321.8% | +64.4% |
| 3Y | -24.1% | +36.1% | -60.1% | -37.2% |
| 5Y | -48.1% | -68.0% | +19.8% | -53.7% |
| All | -53.1% | +585.6% | -638.6% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling