+185.6%
TGT vs MRNA
+554.4%
-368.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -0.2% |
| 7D | -5.2% | -1.1% | -4.2% | -5.2% |
| 30D | +1.2% | +126.1% | -124.9% | -7.4% |
| 3M | +18.4% | +190.0% | -171.6% | +5.5% |
| 6M | +33.4% | +157.2% | -123.8% | +19.7% |
| YTD | +63.8% | +388.2% | -324.4% | +37.9% |
| 1Y | +77.2% | +467.0% | -389.9% | +46.5% |
| 3Y | +41.8% | +36.1% | +5.7% | +26.8% |
| 5Y | -25.5% | -68.0% | +42.4% | -30.0% |
| All | +185.6% | +554.4% | -368.8% | +130.0% |
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