-27.7%
TOST vs MRNA
-3.2%
-24.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +3.7% |
| 7D | 0.0% | -12.1% | +12.2% | +1.0% |
| 30D | +16.2% | -1.3% | +17.5% | +15.9% |
| 3M | -1.5% | +250.9% | -252.5% | -18.3% |
| 6M | +55.3% | +343.0% | -287.7% | +20.8% |
| YTD | -2.3% | +657.4% | -659.8% | -35.0% |
| 1Y | -5.5% | +794.9% | -800.4% | -40.0% |
| 3Y | +151.1% | +218.1% | -67.0% | +83.3% |
| All | -27.7% | -3.2% | -24.5% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling