-2.1%
TLT vs MRNA
+27.9%
-30.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -1.6% | -8.2% | +6.7% | -1.5% |
| 30D | -1.3% | +125.6% | -126.9% | -3.6% |
| 3M | -3.7% | +197.1% | -200.8% | -6.7% |
| 6M | -6.4% | +148.5% | -154.8% | -8.9% |
| YTD | -4.5% | +363.3% | -367.7% | -8.5% |
| 1Y | -5.9% | +462.0% | -467.9% | -10.4% |
| All | -2.1% | +27.9% | -30.0% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling