+211.9%
TER vs MRNA
-70.5%
+282.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.3% | -3.6% |
| 7D | +9.4% | -8.2% | +17.6% | +10.0% |
| 30D | -2.4% | +125.6% | -128.0% | -16.2% |
| 3M | +6.5% | +197.1% | -190.5% | -16.4% |
| 6M | +23.2% | +148.5% | -125.3% | +0.9% |
| YTD | +91.5% | +363.3% | -271.8% | +32.7% |
| 1Y | +214.8% | +462.0% | -247.2% | +105.6% |
| 3Y | +275.3% | +26.9% | +248.4% | +222.9% |
| 5Y | +211.9% | -69.6% | +281.5% | +204.4% |
| All | +211.9% | -70.5% | +282.4% | +204.4% |
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