-48.9%
TOST vs MRNA
-68.5%
+19.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | -5.9% | -8.2% | +2.4% | -5.2% |
| 30D | -8.4% | +125.6% | -134.0% | -21.8% |
| 3M | +31.4% | +197.1% | -165.6% | +4.6% |
| 6M | +10.5% | +148.5% | -138.0% | -9.5% |
| YTD | -10.1% | +363.3% | -373.3% | -37.7% |
| 1Y | -19.9% | +462.0% | -481.9% | -48.1% |
| 3Y | +53.3% | +26.9% | +26.3% | +34.4% |
| All | -48.9% | -68.5% | +19.6% | -45.8% |
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