+190.9%
TMUS vs MRNA
+537.9%
-347.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.1% |
| 7D | -0.3% | -9.0% | +8.8% | -0.2% |
| 30D | +3.1% | +137.2% | -134.0% | +2.2% |
| 3M | +2.4% | +194.8% | -192.4% | +1.1% |
| 6M | -17.1% | +167.2% | -184.3% | -18.0% |
| YTD | -9.1% | +375.9% | -384.9% | -11.2% |
| 1Y | -23.6% | +465.2% | -488.8% | -25.8% |
| 3Y | +38.8% | +30.4% | +8.5% | +38.7% |
| 5Y | +43.0% | -66.8% | +109.8% | +45.8% |
| All | +190.9% | +537.9% | -347.0% | +170.6% |
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