-13.4%
TLT vs MRNA
+516.4%
-529.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.5% |
| 7D | -0.3% | -10.1% | +9.8% | -0.1% |
| 30D | 0.0% | +126.7% | -126.8% | -2.2% |
| 3M | -2.9% | +184.1% | -187.0% | -5.5% |
| 6M | -6.3% | +143.3% | -149.6% | -8.6% |
| YTD | -3.3% | +359.9% | -363.2% | -6.8% |
| 1Y | -4.2% | +454.2% | -458.4% | -8.0% |
| 3Y | -1.7% | +26.0% | -27.6% | -3.8% |
| 5Y | -34.9% | -70.3% | +35.4% | -35.9% |
| All | -13.4% | +516.4% | -529.8% | -15.1% |
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 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