+172.1%
TMUS vs MRNA
+915.3%
-743.2%
-44.8%
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% | -0.6% |
| 7D | +4.9% | -12.1% | +17.0% | +4.9% |
| 30D | +7.7% | -1.3% | +9.0% | +7.7% |
| 3M | -6.8% | +250.9% | -257.7% | -7.7% |
| 6M | -9.7% | +343.0% | -352.7% | -10.9% |
| YTD | -15.0% | +657.4% | -672.4% | -17.1% |
| 1Y | -19.1% | +794.9% | -814.0% | -21.5% |
| 3Y | +21.4% | +218.1% | -196.7% | +19.2% |
| 5Y | +51.2% | -3.4% | +54.6% | +52.0% |
| All | +172.1% | +915.3% | -743.2% | +152.5% |
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