-14.3%
TLT vs MRNA
+554.4%
-568.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | 0.0% |
| 7D | -1.6% | -1.1% | -0.5% | -1.6% |
| 30D | -1.1% | +126.1% | -127.3% | -3.3% |
| 3M | -4.9% | +190.0% | -194.9% | -7.4% |
| 6M | -5.0% | +157.2% | -162.3% | -7.4% |
| YTD | -4.4% | +388.2% | -392.6% | -7.8% |
| 1Y | -6.4% | +467.0% | -473.4% | -10.1% |
| 3Y | -2.0% | +36.1% | -38.1% | -4.2% |
| 5Y | -35.0% | -68.0% | +33.0% | -36.0% |
| All | -14.3% | +554.4% | -568.7% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling