+23.3%
TMO vs MRNA
+161.9%
-138.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +1.0% |
| 7D | -0.6% | -1.1% | +0.4% | -0.6% |
| 30D | +1.1% | +126.1% | -125.0% | -3.0% |
| 3M | +28.3% | +190.0% | -161.7% | +18.4% |
| 6M | +23.3% | +157.2% | -134.0% | +21.2% |
| All | +23.3% | +161.9% | -138.6% | +21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling